+1,135.8%
URI vs PNR
+99.2%
+1,036.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | +6.7% | +0.3% | +6.5% | +6.6% |
| 30D | +8.9% | +31.7% | -22.8% | -14.2% |
| 3M | +0.5% | +2.6% | -2.1% | -3.0% |
| 6M | +20.7% | -6.4% | +27.0% | +22.5% |
| YTD | +40.0% | -33.4% | +73.5% | +87.0% |
| 1Y | +34.4% | -35.1% | +69.5% | +83.4% |
| 3Y | +149.5% | +17.1% | +132.4% | +97.9% |
| 5Y | +205.6% | -3.5% | +209.1% | +184.3% |
| All | +1,135.8% | +99.2% | +1,036.6% | +452.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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