+162.8%
PEG vs URA
+289.1%
-126.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.3% | +2.5% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | +3.3% | -14.8% | +18.1% | +5.5% |
| 3M | +1.1% | -25.3% | +26.4% | +4.9% |
| 6M | -1.4% | -39.9% | +38.5% | +5.1% |
| YTD | -4.6% | -22.4% | +17.8% | -3.0% |
| 1Y | -7.2% | -29.0% | +21.8% | -4.6% |
| 3Y | +33.7% | +41.0% | -7.2% | +19.7% |
| 5Y | +40.8% | +38.3% | +2.5% | +23.3% |
| 10Y | +162.8% | +276.1% | -113.2% | +44.6% |
| All | +162.8% | +289.1% | -126.2% | +44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling