+579.9%
PM vs URA
-51.6%
+631.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.3% |
| 7D | -5.2% | -4.1% | -1.1% | -4.7% |
| 30D | +2.7% | -19.0% | +21.7% | +5.2% |
| 3M | +5.2% | -25.1% | +30.4% | +8.6% |
| 6M | +17.0% | -44.5% | +61.5% | +25.1% |
| YTD | +25.5% | -24.3% | +49.8% | +27.5% |
| 1Y | +35.5% | -28.1% | +63.6% | +38.3% |
| 3Y | +143.9% | +40.7% | +103.2% | +116.9% |
| 5Y | +161.8% | +35.5% | +126.4% | +128.0% |
| 10Y | +235.9% | +281.2% | -45.2% | +121.6% |
| All | +579.9% | -51.6% | +631.5% | +478.1% |
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