+82.0%
PR vs URA
-35.1%
+117.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.3% | +0.4% | -5.1% |
| 7D | -16.5% | -13.3% | -3.3% | -17.2% |
| 30D | -4.5% | -25.9% | +21.4% | -6.2% |
| 3M | +8.5% | -27.8% | +36.3% | +6.6% |
| 6M | -3.3% | -42.8% | +39.5% | -5.2% |
| YTD | +55.7% | -27.5% | +83.2% | +56.3% |
| 1Y | +82.0% | -35.1% | +117.2% | +82.7% |
| All | +82.0% | -35.1% | +117.2% | +82.7% |
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 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