+125.0%
URI vs PNR
-11.7%
+136.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +2.2% |
| 7D | +2.5% | -3.0% | +5.6% | +4.6% |
| 30D | -12.5% | -14.9% | +2.4% | -3.0% |
| 3M | -6.2% | -19.0% | +12.8% | +5.7% |
| 6M | +25.9% | -35.9% | +61.8% | +67.8% |
| YTD | +26.2% | -43.1% | +69.3% | +82.2% |
| 1Y | +5.5% | -46.4% | +51.9% | +59.8% |
| 3Y | +125.0% | -10.8% | +135.8% | +115.3% |
| All | +125.0% | -11.7% | +136.7% | +115.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling