+1,186.2%
URI vs PPG
+26.3%
+1,159.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -2.3% |
| 7D | -0.5% | -5.1% | +4.7% | +3.7% |
| 30D | -13.4% | -9.6% | -3.8% | -6.2% |
| 3M | -6.2% | -6.4% | +0.2% | -2.2% |
| 6M | +28.0% | +0.5% | +27.5% | +23.9% |
| YTD | +23.0% | +4.4% | +18.5% | +14.7% |
| 1Y | +5.5% | -0.9% | +6.4% | +2.1% |
| 3Y | +119.2% | -17.0% | +136.1% | +142.8% |
| 5Y | +201.0% | -23.7% | +224.7% | +250.8% |
| All | +1,186.2% | +26.3% | +1,159.9% | +881.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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