+151.5%
PENG vs URA
-29.3%
+180.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -4.3% |
| 7D | +13.2% | -1.5% | +14.8% | +14.7% |
| 30D | -29.9% | -10.4% | -19.5% | -22.7% |
| 3M | -22.2% | -29.6% | +7.4% | -0.7% |
| 6M | -1.9% | -40.3% | +38.4% | +33.5% |
| YTD | +142.1% | -25.5% | +167.6% | +190.6% |
| 1Y | +151.5% | -26.4% | +177.9% | +203.4% |
| All | +151.5% | -29.3% | +180.8% | +203.4% |
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