+296.4%
PNR vs URA
-52.4%
+348.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | +0.3% | -1.5% | +1.8% | +0.7% |
| 30D | +31.7% | -10.4% | +42.1% | +35.7% |
| 3M | +2.6% | -29.6% | +32.3% | +13.0% |
| 6M | -6.4% | -40.3% | +33.9% | +7.2% |
| YTD | -33.4% | -25.5% | -8.0% | -30.3% |
| 1Y | -35.1% | -26.4% | -8.6% | -32.0% |
| 3Y | +17.1% | +31.4% | -14.4% | -4.1% |
| 5Y | -3.5% | +28.6% | -32.1% | -23.9% |
| 10Y | +100.2% | +260.9% | -160.7% | -5.1% |
| All | +296.4% | -52.4% | +348.8% | +243.7% |
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