+168.1%
PM vs URA
+33.4%
+134.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -1.9% |
| 7D | -5.2% | -4.1% | -1.1% | -5.1% |
| 30D | +2.7% | -19.0% | +21.7% | +3.2% |
| 3M | +6.1% | -25.1% | +31.3% | +6.8% |
| 6M | +18.0% | -44.5% | +62.5% | +20.3% |
| YTD | +26.6% | -24.3% | +50.9% | +27.0% |
| 1Y | +36.7% | -28.1% | +64.8% | +37.3% |
| 3Y | +146.0% | +40.7% | +105.3% | +132.3% |
| All | +168.1% | +33.4% | +134.7% | +148.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling