+243.4%
URI vs PCOR
-10.3%
+253.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -9.8% | +22.7% | -32.5% | -15.1% |
| 30D | +1.7% | +37.5% | -35.7% | -7.2% |
| 3M | -9.1% | +35.2% | -44.2% | -17.4% |
| 6M | +9.9% | +42.2% | -32.4% | -2.9% |
| YTD | +31.2% | +3.6% | +27.7% | +25.9% |
| 1Y | +25.9% | -4.8% | +30.7% | +24.2% |
| 3Y | +147.4% | +48.3% | +99.0% | +106.3% |
| 5Y | +179.7% | -20.1% | +199.8% | +150.0% |
| All | +243.4% | -10.3% | +253.7% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling