+149.5%
URI vs PPG
+2.6%
+146.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +6.7% | +0.7% | +6.0% | +6.3% |
| 30D | +8.9% | +17.6% | -8.7% | -1.2% |
| 3M | +0.5% | +7.5% | -6.9% | -3.9% |
| 6M | +20.7% | +17.6% | +3.0% | +8.0% |
| YTD | +40.0% | +22.6% | +17.5% | +20.4% |
| 1Y | +34.4% | +28.0% | +6.4% | +12.1% |
| 3Y | +149.5% | +1.8% | +147.7% | +134.3% |
| All | +149.5% | +2.6% | +146.9% | +134.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling