+18.9%
PNR vs URA
+43.1%
-24.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | -3.7% | +2.9% | -6.6% | -4.2% |
| 30D | +33.1% | -10.8% | +44.0% | +35.4% |
| 3M | +3.7% | -25.5% | +29.2% | +8.2% |
| 6M | -7.7% | -41.2% | +33.5% | -0.3% |
| YTD | -32.4% | -21.3% | -11.2% | -31.4% |
| 1Y | -35.0% | -25.7% | -9.3% | -33.5% |
| All | +18.9% | +43.1% | -24.2% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling