+221.7%
PR vs URA
+33.4%
+188.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +0.3% |
| 7D | -16.4% | -4.1% | -12.3% | -15.1% |
| 30D | -1.9% | -19.0% | +17.1% | +5.4% |
| 3M | +8.0% | -25.1% | +33.1% | +18.3% |
| 6M | +4.1% | -44.5% | +48.6% | +26.4% |
| YTD | +58.7% | -24.3% | +83.0% | +61.0% |
| 1Y | +75.8% | -28.1% | +104.0% | +81.0% |
| 3Y | +73.2% | +40.7% | +32.5% | +4.3% |
| All | +221.7% | +33.4% | +188.3% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling