+4.0%
PEP vs URI
+213.9%
-209.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -3.9% | 0.0% |
| 7D | +1.1% | +2.4% | -1.3% | +0.9% |
| 30D | +13.6% | +8.9% | +4.7% | +13.1% |
| 3M | +5.1% | +0.8% | +4.3% | +5.0% |
| 6M | -1.6% | +23.1% | -24.7% | -3.0% |
| YTD | +3.3% | +43.1% | -39.7% | +0.7% |
| 1Y | +3.2% | +35.7% | -32.5% | +0.9% |
| 3Y | -3.9% | +158.2% | -162.1% | -12.0% |
| 5Y | +4.0% | +212.6% | -208.5% | -8.3% |
| All | +4.0% | +213.9% | -209.8% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling