+1,151.9%
URI vs PPG
+53.6%
+1,098.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.7% |
| 7D | +9.3% | -0.2% | +9.5% | +9.5% |
| 30D | +7.6% | +17.7% | -10.1% | -6.1% |
| 3M | +1.0% | +7.4% | -6.3% | -5.1% |
| 6M | +19.8% | +16.4% | +3.4% | +3.9% |
| YTD | +41.9% | +22.4% | +19.5% | +15.9% |
| 1Y | +33.4% | +28.6% | +4.8% | +4.3% |
| 3Y | +156.0% | +2.0% | +154.0% | +138.6% |
| 5Y | +209.5% | -15.6% | +225.2% | +235.4% |
| All | +1,151.9% | +53.6% | +1,098.2% | +730.1% |
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