+229.6%
PM vs URI
+1,374.0%
-1,144.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | -5.2% | -9.8% | +4.6% | -3.9% |
| 30D | +2.7% | +1.7% | +0.9% | +2.4% |
| 3M | +5.2% | -9.1% | +14.3% | +6.4% |
| 6M | +17.0% | +9.9% | +7.1% | +14.6% |
| YTD | +25.5% | +31.2% | -5.7% | +18.8% |
| 1Y | +35.5% | +25.9% | +9.6% | +29.0% |
| 3Y | +143.9% | +147.4% | -3.5% | +99.8% |
| 5Y | +161.8% | +179.7% | -17.9% | +104.6% |
| All | +229.6% | +1,374.0% | -1,144.4% | +116.7% |
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