+16.2%
PFE vs URI
+136.1%
-119.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.1% | +4.2% | -2.6% |
| 7D | -0.2% | -12.9% | +12.7% | +0.4% |
| 30D | +8.7% | -3.4% | +12.1% | +8.8% |
| 3M | +15.8% | -10.0% | +25.8% | +16.3% |
| 6M | +16.8% | +12.2% | +4.7% | +15.6% |
| YTD | +26.2% | +29.8% | -3.6% | +23.0% |
| 1Y | +29.9% | +24.6% | +5.3% | +27.0% |
| All | +16.2% | +136.1% | -119.9% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling