+159.5%
PM vs URI
+199.0%
-39.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.9% | -9.3% | -2.8% |
| 7D | -7.3% | -4.0% | -3.3% | -7.1% |
| 30D | -4.0% | +6.8% | -10.8% | -4.4% |
| 3M | +2.7% | -2.8% | +5.6% | +2.9% |
| 6M | +14.9% | +20.9% | -6.0% | +13.0% |
| YTD | +23.5% | +40.2% | -16.7% | +19.7% |
| 1Y | +30.4% | +34.1% | -3.7% | +26.7% |
| 3Y | +143.2% | +164.1% | -20.9% | +111.8% |
| 5Y | +159.5% | +199.3% | -39.9% | +119.1% |
| All | +159.5% | +199.0% | -39.5% | +119.1% |
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