-19.3%
PNR vs URA
+132.7%
-152.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.6% |
| 7D | -3.9% | +5.7% | -9.6% | -4.9% |
| 30D | -13.8% | +5.6% | -19.4% | -14.8% |
| 3M | -22.5% | +6.2% | -28.7% | -23.8% |
| 6M | -37.2% | -8.2% | -28.9% | -36.7% |
| YTD | -44.2% | +9.7% | -53.9% | -46.5% |
| 1Y | -46.6% | +17.0% | -63.6% | -50.2% |
| 3Y | -12.5% | +118.5% | -131.0% | -32.3% |
| 5Y | -19.3% | +134.3% | -153.7% | -41.0% |
| All | -19.3% | +132.7% | -152.1% | -41.0% |
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 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