+1,619.7%
URI vs PR
+169.5%
+1,450.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.9% |
| 7D | -2.0% | +2.9% | -4.9% | -2.5% |
| 30D | -12.9% | +18.0% | -31.0% | -15.6% |
| 3M | -6.7% | +16.9% | -23.6% | -9.7% |
| 6M | +19.0% | +28.2% | -9.2% | +12.9% |
| YTD | +25.5% | +69.3% | -43.8% | +13.0% |
| 1Y | +5.5% | +69.5% | -64.0% | -5.4% |
| 3Y | +111.3% | +81.7% | +29.6% | +85.9% |
| 5Y | +198.6% | +422.2% | -223.7% | +114.3% |
| 10Y | +1,179.9% | +110.4% | +1,069.5% | +983.3% |
| All | +1,619.7% | +169.5% | +1,450.2% | +1,476.8% |
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