+140.4%
PENG vs URA
+30.2%
+110.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -5.3% | -17.8% | -20.0% |
| 7D | -36.7% | -13.3% | -23.4% | -30.6% |
| 30D | -42.0% | -25.9% | -16.1% | -30.8% |
| 3M | -33.2% | -27.8% | -5.4% | -19.2% |
| 6M | +2.1% | -42.8% | +45.0% | +38.6% |
| YTD | +90.3% | -27.5% | +117.8% | +126.0% |
| 1Y | +67.7% | -35.1% | +102.8% | +109.1% |
| All | +140.4% | +30.2% | +110.2% | +100.1% |
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