+170.2%
PENG vs URA
+36.0%
+134.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +4.4% | +8.0% | +9.8% |
| 7D | -19.4% | -4.1% | -15.3% | -16.6% |
| 30D | -42.4% | -19.0% | -23.4% | -34.2% |
| 3M | -25.6% | -25.1% | -0.5% | -11.8% |
| 6M | +7.3% | -44.5% | +51.8% | +46.7% |
| YTD | +113.9% | -24.3% | +138.2% | +148.1% |
| 1Y | +93.6% | -28.1% | +121.7% | +129.7% |
| 3Y | +170.2% | +40.7% | +129.5% | +119.7% |
| All | +170.2% | +36.0% | +134.3% | +119.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling