+125.0%
URI vs PBR
+98.1%
+26.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.1% |
| 7D | +2.5% | +2.5% | +0.1% | +2.1% |
| 30D | -12.5% | +19.4% | -31.9% | -15.3% |
| 3M | -6.2% | +20.8% | -27.0% | -9.6% |
| 6M | +25.9% | +23.5% | +2.4% | +19.5% |
| YTD | +26.2% | +83.4% | -57.2% | +6.8% |
| 1Y | +5.5% | +77.6% | -72.1% | -10.3% |
| 3Y | +125.0% | +99.9% | +25.1% | +73.3% |
| All | +125.0% | +98.1% | +26.9% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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