+7,712.8%
URI vs PNR
+867.3%
+6,845.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.1% | +3.8% | +4.8% |
| 7D | -4.0% | -0.5% | -3.5% | -3.7% |
| 30D | +6.8% | +34.4% | -27.6% | -13.6% |
| 3M | -2.8% | +2.4% | -5.2% | -5.5% |
| 6M | +20.9% | -7.8% | +28.6% | +23.9% |
| YTD | +40.2% | -31.6% | +71.8% | +74.4% |
| 1Y | +34.1% | -33.6% | +67.7% | +70.3% |
| 3Y | +164.1% | +19.9% | +144.2% | +122.5% |
| 5Y | +199.3% | +0.8% | +198.5% | +180.5% |
| 10Y | +1,218.8% | +113.4% | +1,105.4% | +666.9% |
| All | +7,712.8% | +867.3% | +6,845.4% | +2,091.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling