+763.1%
PM vs URI
+5,731.1%
-4,968.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.2% |
| 7D | -4.9% | -2.0% | -2.9% | -4.7% |
| 30D | -3.4% | -12.9% | +9.6% | -1.7% |
| 3M | +5.2% | -6.7% | +11.9% | +5.8% |
| 6M | +3.7% | +19.0% | -15.3% | +0.5% |
| YTD | +15.8% | +25.5% | -9.8% | +11.0% |
| 1Y | +17.4% | +5.5% | +11.8% | +14.9% |
| 3Y | +116.9% | +111.3% | +5.6% | +88.2% |
| 5Y | +117.3% | +198.6% | -81.2% | +75.9% |
| 10Y | +193.8% | +1,179.9% | -986.2% | +83.8% |
| All | +763.1% | +5,731.1% | -4,968.0% | +270.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling