+852.8%
PM vs URI
+5,927.0%
-5,074.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.1% | +2.5% | -3.7% |
| 7D | -3.4% | -12.9% | +9.6% | -1.6% |
| 30D | +5.8% | -3.4% | +9.2% | +6.2% |
| 3M | +6.7% | -10.0% | +16.7% | +7.9% |
| 6M | +19.9% | +12.2% | +7.7% | +17.3% |
| YTD | +27.8% | +29.8% | -2.0% | +21.8% |
| 1Y | +39.4% | +24.6% | +14.8% | +33.5% |
| 3Y | +146.9% | +137.6% | +9.3% | +110.6% |
| 5Y | +166.6% | +176.6% | -10.0% | +118.3% |
| 10Y | +242.1% | +1,402.6% | -1,160.5% | +109.7% |
| All | +852.8% | +5,927.0% | -5,074.1% | +306.1% |
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 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