-20.7%
PFE vs URI
+200.7%
-221.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.4% |
| 7D | +1.8% | -2.0% | +3.7% | +1.9% |
| 30D | +10.2% | -12.9% | +23.2% | +11.4% |
| 3M | +12.7% | -6.7% | +19.4% | +13.1% |
| 6M | +10.5% | +19.0% | -8.5% | +8.2% |
| YTD | +20.2% | +25.5% | -5.4% | +16.6% |
| 1Y | +24.1% | +5.5% | +18.5% | +22.4% |
| 3Y | -3.6% | +111.3% | -114.9% | -12.4% |
| All | -20.7% | +200.7% | -221.4% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling