+143.9%
PM vs URA
+36.0%
+108.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -1.7% |
| 7D | -5.2% | -4.1% | -1.1% | -5.3% |
| 30D | +2.7% | -19.0% | +21.7% | +2.2% |
| 3M | +5.2% | -25.1% | +30.4% | +4.6% |
| 6M | +17.0% | -44.5% | +61.5% | +16.8% |
| YTD | +25.5% | -24.3% | +49.8% | +25.5% |
| 1Y | +35.5% | -28.1% | +63.6% | +35.5% |
| 3Y | +143.9% | +40.7% | +103.2% | +139.3% |
| All | +143.9% | +36.0% | +108.0% | +139.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling