+67.7%
PENG vs URA
-35.1%
+102.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -5.3% | -17.8% | -19.1% |
| 7D | -36.7% | -13.3% | -23.4% | -28.9% |
| 30D | -42.0% | -25.9% | -16.1% | -27.9% |
| 3M | -33.2% | -27.8% | -5.4% | -15.6% |
| 6M | +2.1% | -42.8% | +45.0% | +43.7% |
| YTD | +90.3% | -27.5% | +117.8% | +126.1% |
| 1Y | +67.7% | -35.1% | +102.8% | +114.2% |
| All | +67.7% | -35.1% | +102.8% | +114.2% |
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