+162.6%
PM vs URI
+203.0%
-40.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.4% | +1.2% |
| 7D | +0.5% | +6.7% | -6.2% | +0.1% |
| 30D | -3.2% | +8.9% | -12.1% | -3.7% |
| 3M | +6.2% | +0.5% | +5.7% | +6.1% |
| 6M | +7.7% | +20.7% | -13.0% | +5.9% |
| YTD | +27.3% | +40.0% | -12.8% | +23.3% |
| 1Y | +32.8% | +34.4% | -1.6% | +29.0% |
| 3Y | +150.0% | +149.5% | +0.5% | +119.4% |
| All | +162.6% | +203.0% | -40.4% | +119.7% |
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 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