+122.1%
URI vs PNC
+134.6%
-12.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -2.0% | +1.4% | -3.4% | -3.0% |
| 30D | -12.9% | -3.8% | -9.1% | -10.5% |
| 3M | -6.7% | +9.0% | -15.8% | -13.1% |
| 6M | +19.0% | +16.6% | +2.3% | +5.0% |
| YTD | +25.5% | +20.4% | +5.1% | +7.3% |
| 1Y | +5.5% | +22.3% | -16.8% | -11.1% |
| All | +122.1% | +134.6% | -12.5% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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