+28.9%
PM vs URI
+32.9%
-4.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.9% | -9.3% | -2.5% |
| 7D | -7.3% | -4.0% | -3.3% | -7.2% |
| 30D | -4.0% | +6.8% | -10.8% | -4.0% |
| 3M | +2.7% | -2.8% | +5.6% | +3.0% |
| 6M | +14.9% | +20.9% | -6.0% | +13.5% |
| YTD | +23.5% | +40.2% | -16.7% | +20.8% |
| All | +28.9% | +32.9% | -4.0% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling