+38.1%
PEG vs URA
+33.4%
+4.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.2% |
| 7D | -2.3% | -4.1% | +1.9% | -1.8% |
| 30D | +1.2% | -19.0% | +20.2% | +3.7% |
| 3M | -2.4% | -25.1% | +22.8% | +0.8% |
| 6M | -6.9% | -44.5% | +37.6% | -0.5% |
| YTD | -7.2% | -24.3% | +17.1% | -5.7% |
| 1Y | -8.9% | -28.1% | +19.3% | -6.9% |
| 3Y | +27.1% | +40.7% | -13.6% | +13.6% |
| All | +38.1% | +33.4% | +4.7% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling