+117.4%
PM vs URA
+128.0%
-10.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.7% | -2.0% |
| 7D | -4.9% | +1.1% | -6.0% | -4.9% |
| 30D | -3.4% | +7.4% | -10.8% | -3.7% |
| 3M | +5.2% | -8.4% | +13.6% | +5.6% |
| 6M | +3.7% | -12.7% | +16.4% | +4.2% |
| YTD | +15.8% | +7.8% | +8.0% | +15.1% |
| 1Y | +17.4% | +19.5% | -2.1% | +15.5% |
| 3Y | +116.9% | +116.4% | +0.5% | +101.7% |
| All | +117.4% | +128.0% | -10.6% | +97.9% |
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 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