+4,779.1%
URI vs PBR
+1,797.5%
+2,981.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.2% |
| 7D | -2.0% | +8.6% | -10.6% | -4.9% |
| 30D | -12.9% | +12.8% | -25.7% | -16.7% |
| 3M | -6.7% | +14.7% | -21.4% | -11.6% |
| 6M | +19.0% | +25.2% | -6.2% | +8.4% |
| YTD | +25.5% | +77.1% | -51.6% | +1.0% |
| 1Y | +5.5% | +69.6% | -64.0% | -14.2% |
| 3Y | +111.3% | +95.6% | +15.7% | +59.9% |
| 5Y | +198.6% | +501.8% | -303.2% | +43.2% |
| 10Y | +1,179.9% | +640.6% | +539.3% | +393.0% |
| All | +4,779.1% | +1,797.5% | +2,981.6% | +1,196.1% |
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