+107.8%
PENG vs URA
+128.0%
-20.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.8% | +5.6% | +6.1% |
| 7D | +4.5% | +1.1% | +3.5% | +4.0% |
| 30D | -7.1% | +7.4% | -14.5% | -10.3% |
| 3M | -27.3% | -8.4% | -18.9% | -23.5% |
| 6M | +169.6% | -12.7% | +182.3% | +186.7% |
| YTD | +164.6% | +7.8% | +156.8% | +152.2% |
| 1Y | +109.5% | +19.5% | +90.0% | +88.2% |
| 3Y | +98.9% | +116.4% | -17.5% | +28.9% |
| All | +107.8% | +128.0% | -20.2% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling