+6,893.4%
URI vs PNR
+725.6%
+6,167.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -2.0% | -2.4% | +0.4% | -0.4% |
| 30D | -12.9% | -12.8% | -0.2% | -4.6% |
| 3M | -6.7% | -17.0% | +10.3% | +3.9% |
| 6M | +19.0% | -37.4% | +56.4% | +60.3% |
| YTD | +25.5% | -41.6% | +67.1% | +75.8% |
| 1Y | +5.5% | -44.6% | +50.2% | +53.3% |
| 3Y | +111.3% | -12.1% | +123.4% | +122.8% |
| 5Y | +198.6% | -17.4% | +215.9% | +224.0% |
| 10Y | +1,179.9% | +64.0% | +1,115.9% | +795.8% |
| All | +6,893.4% | +725.6% | +6,167.8% | +2,109.0% |
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