+253.1%
PEP vs URA
-51.6%
+304.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.3% | -1.3% |
| 7D | +2.9% | -4.1% | +7.0% | +3.2% |
| 30D | +14.2% | -19.0% | +33.2% | +15.9% |
| 3M | +3.2% | -25.1% | +28.3% | +5.2% |
| 6M | -7.4% | -44.5% | +37.0% | -3.6% |
| YTD | +1.5% | -24.3% | +25.8% | +2.3% |
| 1Y | +3.9% | -28.1% | +32.0% | +5.1% |
| 3Y | -5.5% | +40.7% | -46.2% | -12.7% |
| 5Y | +0.1% | +35.5% | -35.3% | -8.9% |
| 10Y | +82.1% | +281.2% | -199.1% | +34.8% |
| All | +253.1% | -51.6% | +304.7% | +213.7% |
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