+82.2%
PR vs URA
+272.2%
-190.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.8% | +5.8% | +3.8% |
| 7D | +6.7% | +4.5% | +2.2% | +4.2% |
| 30D | -6.1% | -13.4% | +7.3% | -0.2% |
| 3M | +6.9% | -28.4% | +35.3% | +23.0% |
| 6M | +14.6% | -40.5% | +55.1% | +41.2% |
| YTD | +66.1% | -24.3% | +90.4% | +70.4% |
| 1Y | +77.0% | -28.8% | +105.9% | +85.9% |
| 3Y | +93.8% | +37.6% | +56.2% | +18.3% |
| 5Y | +268.2% | +30.7% | +237.6% | +124.9% |
| All | +82.2% | +272.2% | -190.0% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling