+3.2%
PEP vs URI
+36.3%
-33.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -3.9% | +0.2% |
| 7D | +1.1% | +2.6% | -1.5% | +1.0% |
| 30D | +13.6% | +9.1% | +4.6% | +13.3% |
| 3M | +5.1% | +1.0% | +4.1% | +5.0% |
| 6M | -1.6% | +23.3% | -25.0% | -2.9% |
| YTD | +3.3% | +43.3% | -40.0% | +1.0% |
| 1Y | +3.2% | +35.9% | -32.7% | +1.4% |
| All | +3.2% | +36.3% | -33.1% | +1.4% |
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