+811.9%
PGR vs URI
+1,233.9%
-422.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.6% | -2.1% | +1.4% | -0.3% |
| 30D | +4.9% | -12.4% | +17.4% | +6.8% |
| 3M | +7.6% | -7.3% | +14.9% | +8.4% |
| 6M | +8.3% | +27.2% | -18.9% | +3.5% |
| YTD | +1.7% | +23.0% | -21.2% | -2.6% |
| 1Y | -6.8% | +3.9% | -10.8% | -8.7% |
| 3Y | +73.4% | +121.6% | -48.2% | +46.5% |
| 5Y | +161.2% | +201.1% | -39.8% | +103.8% |
| All | +811.9% | +1,233.9% | -422.0% | +462.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling