+163.4%
URI vs PCOR
+44.3%
+119.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +19.7% | -24.0% | -8.6% |
| 7D | -4.3% | +21.8% | -26.2% | -9.0% |
| 30D | +4.6% | +39.5% | -34.9% | -3.8% |
| 3M | -2.1% | +35.2% | -37.4% | -10.0% |
| 6M | +21.9% | +21.7% | +0.2% | +15.2% |
| YTD | +39.7% | +3.9% | +35.8% | +39.3% |
| 1Y | +32.9% | +6.9% | +25.9% | +30.2% |
| All | +163.4% | +44.3% | +119.1% | +113.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling