+5,238.5%
URI vs PBR
+1,624.0%
+3,614.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -6.0% | -13.3% | +7.3% | -1.4% |
| 30D | +4.6% | -27.7% | +32.3% | +15.6% |
| 3M | -2.7% | +2.7% | -5.3% | -5.1% |
| 6M | +18.4% | -6.7% | +25.1% | +18.3% |
| YTD | +37.4% | +60.9% | -23.6% | +12.7% |
| 1Y | +30.4% | +46.6% | -16.2% | +10.1% |
| 3Y | +147.9% | +69.1% | +78.9% | +95.0% |
| 5Y | +202.1% | +469.6% | -267.6% | +46.7% |
| 10Y | +1,182.4% | +523.4% | +659.1% | +419.7% |
| All | +5,238.5% | +1,624.0% | +3,614.5% | +1,345.3% |
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 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