+39.5%
PL vs URA
+32.3%
+7.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.5% | +11.2% | +11.9% |
| 7D | +5.6% | +0.3% | +5.3% | +6.0% |
| 30D | -16.9% | -14.8% | -2.2% | -6.2% |
| 3M | -38.2% | -25.3% | -12.9% | -24.1% |
| 6M | -63.4% | -39.9% | -23.5% | -47.0% |
| YTD | -27.6% | -22.4% | -5.2% | -11.1% |
| 1Y | +6.6% | -29.0% | +35.5% | +39.3% |
| 3Y | +557.6% | +41.0% | +516.6% | +439.2% |
| 5Y | +39.5% | +38.3% | +1.2% | +4.0% |
| All | +39.5% | +32.3% | +7.2% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling