-4.6%
PEP vs URI
+136.1%
-140.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.1% | +7.3% | +0.3% |
| 7D | +6.7% | -12.9% | +19.6% | +6.8% |
| 30D | +13.5% | -3.4% | +16.9% | +13.5% |
| 3M | +3.9% | -10.0% | +14.0% | +4.0% |
| 6M | -6.0% | +12.2% | -18.2% | -6.4% |
| YTD | +2.5% | +29.8% | -27.3% | +1.6% |
| 1Y | +3.9% | +24.6% | -20.7% | +3.1% |
| All | -4.6% | +136.1% | -140.7% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling