+107.3%
PR vs URA
+359.3%
-252.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | +2.9% | +1.1% | +1.8% | +2.2% |
| 30D | +18.0% | +7.4% | +10.6% | +13.3% |
| 3M | +16.9% | -8.4% | +25.3% | +19.3% |
| 6M | +28.2% | -12.7% | +40.9% | +29.6% |
| YTD | +69.3% | +7.8% | +61.5% | +48.9% |
| 1Y | +69.5% | +19.5% | +50.0% | +33.2% |
| 3Y | +81.7% | +116.4% | -34.7% | -11.7% |
| 5Y | +422.2% | +134.3% | +288.0% | +129.7% |
| All | +107.3% | +359.3% | -252.0% | -31.8% |
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