+75.8%
PR vs URA
-31.4%
+107.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +2.1% |
| 7D | -16.4% | -4.1% | -12.3% | -16.6% |
| 30D | -1.9% | -19.0% | +17.1% | -2.9% |
| 3M | +8.0% | -25.1% | +33.1% | +6.6% |
| 6M | +4.1% | -44.5% | +48.6% | +2.8% |
| YTD | +58.7% | -24.3% | +83.0% | +57.3% |
| 1Y | +75.8% | -28.1% | +104.0% | +75.4% |
| All | +75.8% | -31.4% | +107.2% | +75.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling