+146.7%
PM vs URA
+43.1%
+103.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.1% |
| 7D | -7.1% | +2.9% | -9.9% | -7.0% |
| 30D | -2.8% | -10.8% | +8.0% | -3.0% |
| 3M | +6.3% | -25.5% | +31.9% | +5.8% |
| 6M | +9.6% | -41.2% | +50.9% | +9.6% |
| YTD | +25.6% | -21.3% | +46.9% | +25.7% |
| 1Y | +29.7% | -25.7% | +55.4% | +29.8% |
| All | +146.7% | +43.1% | +103.7% | +143.8% |
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 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