+1,112.1%
PSX vs URI
+2,583.6%
-1,471.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.4% |
| 7D | +4.5% | -2.0% | +6.5% | +5.2% |
| 30D | +26.6% | -12.9% | +39.6% | +32.7% |
| 3M | +39.3% | -6.7% | +46.0% | +41.2% |
| 6M | +56.8% | +19.0% | +37.8% | +42.3% |
| YTD | +101.8% | +25.5% | +76.3% | +77.9% |
| 1Y | +99.6% | +5.5% | +94.1% | +86.9% |
| 3Y | +140.3% | +111.3% | +29.0% | +66.5% |
| 5Y | +339.3% | +198.6% | +140.8% | +155.5% |
| 10Y | +369.9% | +1,179.9% | -810.1% | +53.9% |
| All | +1,112.1% | +2,583.6% | -1,471.5% | +220.8% |
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