+80.1%
PEP vs URI
+1,374.0%
-1,293.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | +2.9% | -9.8% | +12.7% | +3.9% |
| 30D | +14.2% | +1.7% | +12.5% | +13.9% |
| 3M | +3.2% | -9.1% | +12.2% | +4.0% |
| 6M | -7.4% | +9.9% | -17.3% | -8.8% |
| YTD | +1.5% | +31.2% | -29.7% | -2.6% |
| 1Y | +3.9% | +25.9% | -22.1% | +0.1% |
| 3Y | -5.5% | +147.4% | -152.9% | -17.9% |
| 5Y | +0.1% | +179.7% | -179.6% | -16.3% |
| All | +80.1% | +1,374.0% | -1,293.9% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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