+124.7%
PENG vs URA
-32.2%
+156.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -1.1% | -8.0% | -8.4% |
| 7D | -20.5% | -10.5% | -9.9% | -13.6% |
| 30D | -20.4% | -18.6% | -1.7% | -8.1% |
| 3M | -16.4% | -23.0% | +6.6% | -0.1% |
| 6M | +49.2% | -40.3% | +89.5% | +100.6% |
| YTD | +147.2% | -23.5% | +170.7% | +179.4% |
| 1Y | +124.7% | -31.1% | +155.8% | +173.7% |
| All | +124.7% | -32.2% | +156.8% | +173.7% |
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 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