+117.4%
PM vs URI
+200.7%
-83.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.1% |
| 7D | -4.9% | -2.0% | -2.9% | -4.8% |
| 30D | -3.4% | -12.9% | +9.6% | -2.5% |
| 3M | +5.2% | -6.7% | +11.9% | +5.5% |
| 6M | +3.7% | +19.0% | -15.3% | +1.7% |
| YTD | +15.8% | +25.5% | -9.8% | +12.8% |
| 1Y | +17.4% | +5.5% | +11.8% | +15.8% |
| 3Y | +116.9% | +111.3% | +5.6% | +92.2% |
| All | +117.4% | +200.7% | -83.3% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling