+6,893.4%
URI vs PPG
+689.7%
+6,203.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.4% |
| 7D | -2.0% | -1.5% | -0.5% | -0.9% |
| 30D | -12.9% | -5.0% | -8.0% | -9.6% |
| 3M | -6.7% | +1.1% | -7.9% | -8.5% |
| 6M | +19.0% | -3.2% | +22.2% | +19.2% |
| YTD | +25.5% | +11.9% | +13.7% | +12.0% |
| 1Y | +5.5% | +5.3% | +0.2% | -2.0% |
| 3Y | +111.3% | -15.0% | +126.3% | +129.3% |
| 5Y | +198.6% | -19.6% | +218.2% | +231.8% |
| 10Y | +1,179.9% | +27.0% | +1,152.9% | +905.5% |
| All | +6,893.4% | +689.7% | +6,203.7% | +1,579.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling