+4,387.8%
PGR vs URI
+7,270.1%
-2,882.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | 0.0% |
| 7D | -2.7% | +5.0% | -7.7% | -3.5% |
| 30D | +0.7% | -9.4% | +10.1% | +2.4% |
| 3M | +7.7% | -5.8% | +13.5% | +8.4% |
| 6M | +4.3% | +25.8% | -21.5% | -1.0% |
| YTD | +0.7% | +27.9% | -27.1% | -5.1% |
| 1Y | -5.7% | +9.7% | -15.4% | -8.9% |
| 3Y | +73.7% | +128.0% | -54.3% | +42.9% |
| 5Y | +158.4% | +212.4% | -54.0% | +96.3% |
| 10Y | +810.5% | +1,271.8% | -461.3% | +387.1% |
| All | +4,387.8% | +7,270.1% | -2,882.2% | +1,031.4% |
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