+167.5%
PEG vs URA
+266.3%
-98.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +1.7% |
| 7D | +4.5% | -1.5% | +6.0% | +4.7% |
| 30D | +7.5% | -10.4% | +18.0% | +9.0% |
| 3M | +0.8% | -29.6% | +30.5% | +5.5% |
| 6M | 0.0% | -40.3% | +40.3% | +6.7% |
| YTD | -3.0% | -25.5% | +22.4% | -0.9% |
| 1Y | -4.7% | -26.4% | +21.7% | -2.7% |
| 3Y | +36.5% | +31.4% | +5.0% | +23.4% |
| 5Y | +44.4% | +28.6% | +15.8% | +27.8% |
| All | +167.5% | +266.3% | -98.8% | +44.9% |
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