+1,340.7%
URI vs PR
+66.0%
+1,274.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.8% |
| 7D | -9.8% | -16.4% | +6.6% | -6.8% |
| 30D | +1.7% | -1.9% | +3.6% | +2.0% |
| 3M | -9.1% | +8.0% | -17.0% | -10.7% |
| 6M | +9.9% | +4.1% | +5.8% | +8.2% |
| YTD | +31.2% | +58.7% | -27.5% | +19.1% |
| 1Y | +25.9% | +75.8% | -49.9% | +12.0% |
| 3Y | +147.4% | +73.2% | +74.2% | +119.1% |
| 5Y | +179.7% | +230.1% | -50.4% | +114.9% |
| All | +1,340.7% | +66.0% | +1,274.6% | +1,121.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling