+109.5%
PENG vs URA
+17.2%
+92.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.8% | +5.6% | +6.0% |
| 7D | +4.5% | +1.1% | +3.5% | +3.9% |
| 30D | -7.1% | +7.4% | -14.5% | -10.9% |
| 3M | -27.3% | -8.4% | -18.9% | -24.6% |
| 6M | +169.6% | -12.7% | +182.3% | +179.4% |
| YTD | +164.6% | +7.8% | +156.8% | +147.6% |
| 1Y | +109.5% | +19.5% | +90.0% | +98.5% |
| All | +109.5% | +17.2% | +92.2% | +98.5% |
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