-20.2%
PFE vs URI
+199.0%
-219.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.9% | -7.4% | -1.0% |
| 7D | -4.7% | -4.0% | -0.7% | -4.4% |
| 30D | +3.4% | +6.8% | -3.4% | +2.8% |
| 3M | +9.2% | -2.8% | +12.0% | +9.3% |
| 6M | +15.8% | +20.9% | -5.0% | +13.6% |
| YTD | +23.4% | +40.2% | -16.8% | +18.8% |
| 1Y | +25.8% | +34.1% | -8.3% | +21.6% |
| 3Y | +17.8% | +164.1% | -146.3% | +5.6% |
| 5Y | -20.2% | +199.3% | -219.5% | -41.9% |
| All | -20.2% | +199.0% | -219.1% | -41.9% |
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 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