+48.8%
PFE vs URI
+1,173.3%
-1,124.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -1.7% | +6.7% | -8.4% | -2.5% |
| 30D | +0.3% | +8.9% | -8.5% | -0.8% |
| 3M | +9.4% | +0.5% | +8.8% | +9.0% |
| 6M | +14.9% | +20.7% | -5.8% | +11.5% |
| YTD | +23.8% | +40.0% | -16.2% | +16.9% |
| 1Y | +19.5% | +34.4% | -14.9% | +13.4% |
| 3Y | +21.0% | +149.5% | -128.4% | +3.4% |
| 5Y | -23.9% | +205.6% | -229.4% | -38.3% |
| All | +48.8% | +1,173.3% | -1,124.5% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling