+2.5%
PEP vs URI
+34.6%
-32.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | -0.3% | +9.3% | -9.6% | -0.4% |
| 30D | +11.8% | +7.6% | +4.2% | +11.5% |
| 3M | +3.7% | +1.0% | +2.6% | +3.5% |
| 6M | -4.3% | +19.8% | -24.2% | -5.4% |
| YTD | +2.1% | +41.9% | -39.7% | -0.2% |
| 1Y | +2.5% | +33.4% | -30.9% | +0.7% |
| All | +2.5% | +34.6% | -32.0% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling