+260.9%
PM vs URI
+1,243.8%
-982.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | +0.5% |
| 7D | -7.1% | +2.4% | -9.5% | -7.4% |
| 30D | -2.8% | +8.9% | -11.7% | -4.1% |
| 3M | +6.3% | +0.8% | +5.5% | +5.9% |
| 6M | +9.6% | +23.1% | -13.5% | +5.5% |
| YTD | +25.6% | +43.1% | -17.5% | +17.0% |
| 1Y | +29.7% | +35.7% | -6.0% | +21.7% |
| 3Y | +147.6% | +158.2% | -10.6% | +100.0% |
| 5Y | +160.1% | +212.6% | -52.5% | +97.2% |
| 10Y | +260.9% | +1,210.8% | -949.9% | +115.4% |
| All | +260.9% | +1,243.8% | -982.9% | +115.4% |
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 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