+5.5%
URI vs PR
+76.5%
-71.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.6% |
| 7D | -2.0% | +2.9% | -4.9% | -1.9% |
| 30D | -12.9% | +18.0% | -31.0% | -12.7% |
| 3M | -6.7% | +16.9% | -23.6% | -6.3% |
| 6M | +19.0% | +28.2% | -9.2% | +18.5% |
| YTD | +25.5% | +69.3% | -43.8% | +25.6% |
| 1Y | +5.5% | +69.5% | -64.0% | +4.7% |
| All | +5.5% | +76.5% | -71.0% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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