+5.5%
URI vs PPG
-0.6%
+6.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -3.1% |
| 7D | -0.5% | -5.1% | +4.7% | +1.6% |
| 30D | -13.4% | -9.6% | -3.8% | -9.8% |
| 3M | -6.2% | -6.4% | +0.2% | -4.2% |
| 6M | +28.0% | +0.5% | +27.5% | +25.4% |
| YTD | +23.0% | +4.4% | +18.5% | +20.2% |
| 1Y | +5.5% | -0.9% | +6.4% | +2.9% |
| All | +5.5% | -0.6% | +6.1% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling