+247.8%
PNR vs URA
-31.1%
+278.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -2.4% | +1.1% | -3.4% | -2.7% |
| 30D | -12.8% | +7.4% | -20.2% | -14.8% |
| 3M | -17.0% | -8.4% | -8.6% | -15.6% |
| 6M | -37.4% | -12.7% | -24.7% | -35.9% |
| YTD | -41.6% | +7.8% | -49.4% | -44.8% |
| 1Y | -44.6% | +19.5% | -64.1% | -50.3% |
| 3Y | -12.1% | +116.4% | -128.6% | -38.2% |
| 5Y | -17.4% | +134.3% | -151.7% | -47.0% |
| 10Y | +64.0% | +359.3% | -295.3% | -26.3% |
| All | +247.8% | -31.1% | +278.9% | +172.0% |
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 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