+243.8%
PEP vs URA
-31.1%
+274.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.7% |
| 7D | -1.4% | +1.1% | -2.5% | -1.5% |
| 30D | +0.2% | +7.4% | -7.2% | -0.4% |
| 3M | -1.1% | -8.4% | +7.3% | -0.7% |
| 6M | -13.5% | -12.7% | -0.8% | -13.0% |
| YTD | -1.2% | +7.8% | -9.0% | -2.8% |
| 1Y | -1.6% | +19.5% | -21.0% | -4.7% |
| 3Y | -12.5% | +116.4% | -128.9% | -22.1% |
| 5Y | +3.0% | +134.3% | -131.3% | -11.5% |
| 10Y | +73.9% | +359.3% | -285.3% | +28.1% |
| All | +243.8% | -31.1% | +274.9% | +197.9% |
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