+212.4%
URI vs PPG
-20.0%
+232.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.7% | +2.9% |
| 7D | +5.0% | -3.7% | +8.7% | +7.6% |
| 30D | -9.4% | -7.2% | -2.2% | -4.8% |
| 3M | -5.8% | -7.3% | +1.5% | -1.7% |
| 6M | +25.8% | +0.3% | +25.6% | +23.0% |
| YTD | +27.9% | +6.5% | +21.4% | +19.0% |
| 1Y | +9.7% | +0.5% | +9.2% | +5.9% |
| 3Y | +128.0% | -15.3% | +143.3% | +147.4% |
| 5Y | +212.4% | -22.9% | +235.3% | +255.4% |
| All | +212.4% | -20.0% | +232.4% | +255.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling