+604.2%
PENG vs URA
+205.8%
+398.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -4.6% |
| 7D | +13.2% | -1.5% | +14.8% | +14.4% |
| 30D | -29.9% | -10.4% | -19.5% | -24.1% |
| 3M | -22.2% | -29.6% | +7.4% | -4.2% |
| 6M | -1.9% | -40.3% | +38.4% | +33.8% |
| YTD | +142.1% | -25.5% | +167.6% | +184.9% |
| 1Y | +151.5% | -26.4% | +177.9% | +196.4% |
| 3Y | +206.9% | +31.4% | +175.5% | +147.5% |
| 5Y | +58.2% | +28.6% | +29.7% | +21.4% |
| All | +604.2% | +205.8% | +398.4% | +140.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling