+1.1%
PR vs URA
-40.7%
+41.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.5% | -6.7% |
| 7D | -12.1% | -10.5% | -1.6% | -13.4% |
| 30D | +0.9% | -18.6% | +19.5% | -1.8% |
| 3M | +10.1% | -23.0% | +33.2% | +6.8% |
| 6M | +1.1% | -40.3% | +41.4% | -5.4% |
| All | +1.1% | -40.7% | +41.9% | -5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling