+198.6%
PM vs URA
+371.9%
-173.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.9% |
| 7D | -1.3% | +8.1% | -9.4% | -2.1% |
| 30D | -2.6% | +5.8% | -8.3% | -3.3% |
| 3M | +5.8% | +3.4% | +2.4% | +5.0% |
| 6M | +10.6% | -2.6% | +13.2% | +10.1% |
| YTD | +17.2% | +11.2% | +6.0% | +14.2% |
| 1Y | +17.6% | +19.8% | -2.2% | +12.5% |
| 3Y | +124.3% | +121.5% | +2.8% | +89.6% |
| 5Y | +125.1% | +134.5% | -9.4% | +80.5% |
| 10Y | +198.6% | +376.7% | -178.1% | +83.1% |
| All | +198.6% | +371.9% | -173.3% | +83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling