+619.0%
PENG vs URA
+214.1%
+404.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -1.1% | -8.0% | -8.5% |
| 7D | -20.5% | -10.5% | -9.9% | -15.1% |
| 30D | -20.4% | -18.6% | -1.7% | -10.3% |
| 3M | -16.4% | -23.0% | +6.6% | -3.0% |
| 6M | +49.2% | -40.3% | +89.5% | +100.0% |
| YTD | +147.2% | -23.5% | +170.7% | +183.5% |
| 1Y | +124.7% | -31.1% | +155.8% | +171.5% |
| 3Y | +230.3% | +38.3% | +191.9% | +155.5% |
| 5Y | +71.4% | +34.6% | +36.8% | +26.4% |
| All | +619.0% | +214.1% | +404.9% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling