-0.3%
PG vs URI
+125.2%
-125.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.4% | -2.0% |
| 7D | -3.4% | +5.0% | -8.4% | -3.4% |
| 30D | -2.6% | -9.4% | +6.8% | -2.6% |
| 3M | -3.3% | -5.8% | +2.5% | -3.3% |
| 6M | -6.7% | +25.8% | -32.6% | -7.1% |
| YTD | +1.7% | +27.9% | -26.1% | +1.4% |
| 1Y | -7.9% | +9.7% | -17.6% | -8.5% |
| All | -0.3% | +125.2% | -125.4% | -2.9% |
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 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