+533.8%
PNC vs URA
-50.4%
+584.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +1.9% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +6.5% | -14.8% | +21.3% | +10.9% |
| 3M | -7.3% | -25.3% | +18.0% | -0.4% |
| 6M | +8.5% | -39.9% | +48.4% | +22.6% |
| YTD | +14.5% | -22.4% | +36.9% | +18.0% |
| 1Y | +29.1% | -29.0% | +58.1% | +36.1% |
| 3Y | +113.7% | +41.0% | +72.8% | +72.1% |
| 5Y | +35.7% | +38.3% | -2.6% | +5.5% |
| 10Y | +203.7% | +276.1% | -72.4% | +51.3% |
| All | +533.8% | -50.4% | +584.2% | +425.3% |
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