+9.7%
URI vs PNR
-47.2%
+57.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.0% |
| 7D | +5.0% | -3.9% | +8.9% | +6.5% |
| 30D | -9.4% | -13.8% | +4.4% | -4.4% |
| 3M | -5.8% | -22.5% | +16.7% | +3.1% |
| 6M | +25.8% | -37.2% | +63.0% | +51.0% |
| YTD | +27.9% | -44.2% | +72.1% | +58.0% |
| 1Y | +9.7% | -46.6% | +56.4% | +39.2% |
| All | +9.7% | -47.2% | +57.0% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling