+132.2%
PSX vs URI
+138.8%
-6.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.8% |
| 7D | -13.1% | -9.8% | -3.3% | -11.2% |
| 30D | -9.5% | +1.7% | -11.3% | -10.0% |
| 3M | +20.2% | -9.1% | +29.2% | +22.3% |
| 6M | +44.9% | +9.9% | +35.0% | +39.8% |
| YTD | +94.4% | +31.2% | +63.2% | +74.6% |
| 1Y | +83.1% | +25.9% | +57.1% | +66.6% |
| 3Y | +132.2% | +147.4% | -15.2% | +64.9% |
| All | +132.2% | +138.8% | -6.6% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling