+140.4%
PEG vs URA
+371.9%
-231.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.3% |
| 7D | +1.0% | +8.1% | -7.1% | -0.1% |
| 30D | -1.9% | +5.8% | -7.6% | -2.8% |
| 3M | -3.7% | +3.4% | -7.1% | -4.5% |
| 6M | -9.4% | -2.6% | -6.8% | -10.0% |
| YTD | -6.0% | +11.2% | -17.2% | -9.0% |
| 1Y | -4.4% | +19.8% | -24.2% | -9.4% |
| 3Y | +33.5% | +121.5% | -87.9% | +11.9% |
| 5Y | +35.7% | +134.5% | -98.7% | +8.7% |
| 10Y | +140.4% | +376.7% | -236.3% | +44.7% |
| All | +140.4% | +371.9% | -231.5% | +44.7% |
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 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