+60.6%
PFE vs URI
+1,374.0%
-1,313.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -1.8% |
| 7D | -3.7% | -9.8% | +6.1% | -2.5% |
| 30D | +5.0% | +1.7% | +3.2% | +4.6% |
| 3M | +12.2% | -9.1% | +21.2% | +13.3% |
| 6M | +14.6% | +9.9% | +4.7% | +12.5% |
| YTD | +24.1% | +31.2% | -7.1% | +18.0% |
| 1Y | +26.6% | +25.9% | +0.6% | +21.0% |
| 3Y | +14.3% | +147.4% | -133.1% | -2.9% |
| 5Y | -21.9% | +179.7% | -201.7% | -36.4% |
| All | +60.6% | +1,374.0% | -1,313.4% | -14.9% |
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