+46.9%
PM vs URA
-32.2%
+79.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.6% | +1.5% |
| 7D | +4.3% | -10.5% | +14.8% | +3.7% |
| 30D | +11.5% | -18.6% | +30.1% | +10.4% |
| 3M | +13.0% | -23.0% | +36.1% | +11.7% |
| 6M | +25.9% | -40.3% | +66.2% | +25.8% |
| YTD | +34.0% | -23.5% | +57.5% | +36.7% |
| 1Y | +46.9% | -31.1% | +78.0% | +48.8% |
| All | +46.9% | -32.2% | +79.0% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling