+160.5%
PR vs URA
+184.5%
-24.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.5% | -6.1% |
| 7D | -12.1% | -10.5% | -1.6% | -7.5% |
| 30D | +0.9% | -18.6% | +19.5% | +10.4% |
| 3M | +10.1% | -23.0% | +33.2% | +22.3% |
| 6M | +1.1% | -40.3% | +41.4% | +23.6% |
| YTD | +63.7% | -23.5% | +87.1% | +67.6% |
| 1Y | +87.0% | -31.1% | +118.1% | +100.0% |
| 3Y | +70.7% | +38.3% | +32.4% | +6.2% |
| 5Y | +246.8% | +34.6% | +212.2% | +112.5% |
| 10Y | +72.6% | +285.4% | -212.8% | -33.5% |
| All | +160.5% | +184.5% | -24.0% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling