+5,413.4%
URI vs PBR
+1,607.0%
+3,806.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.5% |
| 7D | +9.3% | -3.7% | +13.1% | +10.6% |
| 30D | +7.6% | -29.0% | +36.6% | +19.6% |
| 3M | +1.0% | +4.9% | -3.9% | -2.2% |
| 6M | +19.8% | -8.4% | +28.3% | +20.5% |
| YTD | +41.9% | +59.4% | -17.5% | +16.7% |
| 1Y | +33.4% | +45.5% | -12.1% | +13.0% |
| 3Y | +156.0% | +67.4% | +88.6% | +101.9% |
| 5Y | +209.5% | +453.0% | -243.4% | +51.8% |
| 10Y | +1,199.8% | +555.9% | +643.8% | +418.1% |
| All | +5,413.4% | +1,607.0% | +3,806.4% | +1,396.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling