-11.9%
PEP vs URI
+113.1%
-125.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | -1.4% | -2.0% | +0.6% | -1.4% |
| 30D | +0.2% | -12.9% | +13.2% | +0.4% |
| 3M | -1.1% | -6.7% | +5.6% | -1.1% |
| 6M | -13.5% | +19.0% | -32.5% | -14.1% |
| YTD | -1.2% | +25.5% | -26.7% | -2.1% |
| 1Y | -1.6% | +5.5% | -7.1% | -2.3% |
| All | -11.9% | +113.1% | -125.1% | -16.7% |
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 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