+37.2%
PEG vs URA
+128.0%
-90.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +0.7% | +1.1% | -0.4% | +0.6% |
| 30D | -2.4% | +7.4% | -9.8% | -3.3% |
| 3M | -4.8% | -8.4% | +3.6% | -4.2% |
| 6M | -10.7% | -12.7% | +2.0% | -9.9% |
| YTD | -6.7% | +7.8% | -14.5% | -8.7% |
| 1Y | -6.8% | +19.5% | -26.3% | -10.9% |
| 3Y | +34.5% | +116.4% | -81.9% | +16.7% |
| All | +37.2% | +128.0% | -90.8% | +15.7% |
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 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