-6.1%
PEG vs URA
+18.3%
-24.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.3% |
| 7D | -0.1% | +5.7% | -5.8% | -0.2% |
| 30D | -1.7% | +5.6% | -7.3% | -1.9% |
| 3M | -6.8% | +6.2% | -13.0% | -7.0% |
| 6M | -11.4% | -8.2% | -3.1% | -11.2% |
| YTD | -7.2% | +9.7% | -16.9% | -6.8% |
| 1Y | -6.1% | +17.0% | -23.1% | -6.1% |
| All | -6.1% | +18.3% | -24.4% | -6.1% |
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