+253.5%
PFE vs URI
+7,377.6%
-7,124.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.1% | +4.2% | -2.1% |
| 7D | -0.2% | -12.9% | +12.7% | +1.4% |
| 30D | +8.7% | -3.4% | +12.1% | +9.0% |
| 3M | +15.8% | -10.0% | +25.8% | +17.0% |
| 6M | +16.8% | +12.2% | +4.7% | +14.6% |
| YTD | +26.2% | +29.8% | -3.6% | +20.6% |
| 1Y | +29.9% | +24.6% | +5.3% | +24.8% |
| 3Y | +15.9% | +137.6% | -121.7% | +1.0% |
| 5Y | -20.6% | +176.6% | -197.2% | -33.4% |
| 10Y | +65.4% | +1,402.6% | -1,337.2% | +6.3% |
| All | +253.5% | +7,377.6% | -7,124.1% | +76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling