+228.5%
URI vs PCOR
-30.9%
+259.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +2.8% |
| 7D | -2.0% | -9.0% | +7.0% | +0.6% |
| 30D | -12.9% | +4.2% | -17.1% | -14.3% |
| 3M | -6.7% | +14.4% | -21.2% | -11.3% |
| 6M | +19.0% | +0.2% | +18.8% | +15.2% |
| YTD | +25.5% | -20.3% | +45.8% | +30.5% |
| 1Y | +5.5% | -16.1% | +21.7% | +7.1% |
| 3Y | +111.3% | -14.7% | +126.0% | +106.7% |
| 5Y | +198.6% | -43.2% | +241.7% | +189.9% |
| All | +228.5% | -30.9% | +259.5% | +220.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling