+239.6%
URI vs PCOR
-10.0%
+249.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.1% | -7.1% |
| 7D | -12.9% | +23.7% | -36.6% | -18.3% |
| 30D | -3.4% | +39.0% | -42.4% | -12.2% |
| 3M | -10.0% | +35.8% | -45.8% | -18.4% |
| 6M | +12.2% | +38.2% | -26.0% | 0.0% |
| YTD | +29.8% | +3.9% | +25.8% | +24.3% |
| 1Y | +24.6% | +5.7% | +18.9% | +18.4% |
| 3Y | +137.6% | +44.8% | +92.8% | +99.6% |
| 5Y | +176.6% | -19.8% | +196.4% | +147.0% |
| All | +239.6% | -10.0% | +249.6% | +205.1% |
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