+295.5%
PNR vs URA
-51.6%
+347.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -0.6% |
| 7D | -2.3% | +4.5% | -6.8% | -3.7% |
| 30D | +29.3% | -13.4% | +42.7% | +34.5% |
| 3M | +4.1% | -28.4% | +32.5% | +14.0% |
| 6M | -8.6% | -40.5% | +31.8% | +4.8% |
| YTD | -33.6% | -24.3% | -9.3% | -30.8% |
| 1Y | -36.4% | -28.8% | -7.5% | -32.7% |
| 3Y | +15.1% | +37.6% | -22.5% | -7.2% |
| 5Y | -3.8% | +30.7% | -34.5% | -24.5% |
| 10Y | +99.7% | +266.8% | -167.1% | -5.8% |
| All | +295.5% | -51.6% | +347.1% | +241.3% |
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