+125.0%
URI vs PPG
-13.4%
+138.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +2.0% |
| 7D | +2.5% | 0.0% | +2.5% | +2.4% |
| 30D | -12.5% | -7.8% | -4.8% | -8.2% |
| 3M | -6.2% | -2.2% | -4.0% | -5.7% |
| 6M | +25.9% | +4.1% | +21.7% | +20.3% |
| YTD | +26.2% | +9.1% | +17.1% | +16.2% |
| 1Y | +5.5% | +1.0% | +4.5% | +2.3% |
| 3Y | +125.0% | -13.3% | +138.2% | +134.4% |
| All | +125.0% | -13.4% | +138.4% | +134.4% |
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