+1,813.7%
URI vs PR
+160.5%
+1,653.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.5% | +2.2% | -3.2% |
| 7D | -4.3% | -12.1% | +7.8% | -2.1% |
| 30D | +4.6% | +0.9% | +3.7% | +4.3% |
| 3M | -2.1% | +10.1% | -12.3% | -4.2% |
| 6M | +21.9% | +1.1% | +20.8% | +20.6% |
| YTD | +39.7% | +63.7% | -24.0% | +26.2% |
| 1Y | +32.9% | +87.0% | -54.2% | +16.9% |
| 3Y | +155.8% | +70.7% | +85.1% | +127.3% |
| 5Y | +202.4% | +246.8% | -44.4% | +131.1% |
| 10Y | +1,517.7% | +72.6% | +1,445.1% | +1,229.6% |
| All | +1,813.7% | +160.5% | +1,653.3% | +1,660.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling