+527.1%
PM vs URA
-31.1%
+558.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.7% | -2.1% |
| 7D | -4.9% | +1.1% | -6.0% | -5.0% |
| 30D | -3.4% | +7.4% | -10.8% | -4.4% |
| 3M | +5.2% | -8.4% | +13.6% | +5.9% |
| 6M | +3.7% | -12.7% | +16.4% | +4.7% |
| YTD | +15.8% | +7.8% | +8.0% | +12.8% |
| 1Y | +17.4% | +19.5% | -2.1% | +11.6% |
| 3Y | +116.9% | +116.4% | +0.5% | +82.4% |
| 5Y | +117.3% | +134.3% | -17.0% | +73.3% |
| 10Y | +193.8% | +359.3% | -165.5% | +91.3% |
| All | +527.1% | -31.1% | +558.2% | +411.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling