+268.2%
PM vs URA
+272.2%
-4.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.5% |
| 7D | -2.4% | +4.5% | -6.9% | -2.9% |
| 30D | -1.3% | -13.4% | +12.1% | 0.0% |
| 3M | +6.5% | -28.4% | +34.9% | +9.9% |
| 6M | +7.0% | -40.5% | +47.4% | +12.3% |
| YTD | +25.8% | -24.3% | +50.1% | +27.2% |
| 1Y | +30.9% | -28.8% | +59.7% | +33.2% |
| 3Y | +148.0% | +37.6% | +110.3% | +121.6% |
| 5Y | +161.2% | +30.7% | +130.5% | +130.5% |
| All | +268.2% | +272.2% | -4.1% | +106.9% |
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