+79.6%
PEP vs URA
+283.4%
-203.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.3% | -1.2% |
| 7D | +2.9% | -4.1% | +7.0% | +3.1% |
| 30D | +14.2% | -19.0% | +33.2% | +15.5% |
| 3M | +3.2% | -25.1% | +28.3% | +4.7% |
| 6M | -7.4% | -44.5% | +37.0% | -4.5% |
| YTD | +1.5% | -24.3% | +25.8% | +2.0% |
| 1Y | +3.9% | -28.1% | +32.0% | +4.7% |
| 3Y | -5.5% | +40.7% | -46.2% | -12.4% |
| 5Y | +0.1% | +35.5% | -35.3% | -8.4% |
| All | +79.6% | +283.4% | -203.8% | +20.2% |
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