-6.8%
PEG vs URA
+17.2%
-24.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +0.7% | +1.1% | -0.4% | +0.7% |
| 30D | -2.4% | +7.4% | -9.8% | -2.6% |
| 3M | -4.8% | -8.4% | +3.6% | -4.6% |
| 6M | -10.7% | -12.7% | +2.0% | -10.5% |
| YTD | -6.7% | +7.8% | -14.5% | -6.2% |
| 1Y | -6.8% | +19.5% | -26.3% | -6.7% |
| All | -6.8% | +17.2% | -24.1% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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