+90.1%
PEP vs URA
+277.9%
-187.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | +0.2% |
| 7D | +1.1% | +2.9% | -1.8% | +0.9% |
| 30D | +13.6% | -10.8% | +24.4% | +14.2% |
| 3M | +5.1% | -25.5% | +30.6% | +6.7% |
| 6M | -1.6% | -41.2% | +39.6% | +1.2% |
| YTD | +3.3% | -21.3% | +24.6% | +3.7% |
| 1Y | +3.2% | -25.7% | +28.9% | +3.9% |
| 3Y | -3.9% | +43.1% | -47.0% | -10.9% |
| 5Y | +4.0% | +35.6% | -31.5% | -4.5% |
| 10Y | +90.1% | +281.3% | -191.2% | +20.5% |
| All | +90.1% | +277.9% | -187.8% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling