+203.4%
URI vs PR
+433.6%
-230.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.1% |
| 7D | -2.0% | +2.9% | -4.9% | -2.9% |
| 30D | -12.9% | +18.0% | -31.0% | -17.4% |
| 3M | -6.7% | +16.9% | -23.6% | -11.7% |
| 6M | +19.0% | +28.2% | -9.2% | +8.8% |
| YTD | +25.5% | +69.3% | -43.8% | +4.7% |
| 1Y | +5.5% | +69.5% | -64.0% | -12.7% |
| 3Y | +111.3% | +81.7% | +29.6% | +68.0% |
| All | +203.4% | +433.6% | -230.2% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling