+89.6%
PEP vs URI
+1,189.1%
-1,099.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.4% |
| 7D | +4.6% | -6.0% | +10.6% | +5.2% |
| 30D | +14.0% | +4.6% | +9.4% | +13.3% |
| 3M | +5.4% | -2.7% | +8.1% | +5.4% |
| 6M | -5.1% | +18.4% | -23.5% | -7.4% |
| YTD | +3.1% | +37.4% | -34.2% | -1.6% |
| 1Y | +4.8% | +30.4% | -25.6% | +0.5% |
| 3Y | -4.1% | +147.9% | -152.0% | -17.1% |
| 5Y | +3.0% | +202.1% | -199.1% | -15.3% |
| 10Y | +89.6% | +1,182.4% | -1,092.8% | +28.9% |
| All | +89.6% | +1,189.1% | -1,099.5% | +28.9% |
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