+165.8%
PM vs URI
+166.6%
-0.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | -5.2% | -9.8% | +4.6% | -4.6% |
| 30D | +2.7% | +1.7% | +0.9% | +2.6% |
| 3M | +5.2% | -9.1% | +14.3% | +5.8% |
| 6M | +17.0% | +9.9% | +7.1% | +15.8% |
| YTD | +25.5% | +31.2% | -5.7% | +22.1% |
| 1Y | +35.5% | +25.9% | +9.6% | +32.2% |
| 3Y | +143.9% | +147.4% | -3.5% | +113.3% |
| All | +165.8% | +166.6% | -0.7% | +125.8% |
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