+93.6%
PENG vs URA
-31.4%
+124.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +4.4% | +8.0% | +9.0% |
| 7D | -19.4% | -4.1% | -15.3% | -15.9% |
| 30D | -42.4% | -19.0% | -23.4% | -32.2% |
| 3M | -25.6% | -25.1% | -0.5% | -8.4% |
| 6M | +7.3% | -44.5% | +51.8% | +50.5% |
| YTD | +113.9% | -24.3% | +138.2% | +145.5% |
| 1Y | +93.6% | -28.1% | +121.7% | +129.3% |
| All | +93.6% | -31.4% | +124.9% | +129.3% |
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