+62.1%
PR vs URA
+262.4%
-200.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.3% | +0.4% | -2.4% |
| 7D | -16.5% | -13.3% | -3.3% | -10.8% |
| 30D | -4.5% | -25.9% | +21.4% | +9.5% |
| 3M | +8.5% | -27.8% | +36.3% | +24.5% |
| 6M | -3.3% | -42.8% | +39.5% | +21.1% |
| YTD | +55.7% | -27.5% | +83.2% | +63.6% |
| 1Y | +82.0% | -35.1% | +117.2% | +100.6% |
| 3Y | +62.5% | +31.1% | +31.4% | +2.0% |
| 5Y | +223.9% | +29.8% | +194.2% | +98.0% |
| All | +62.1% | +262.4% | -200.3% | -27.7% |
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 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