+745.8%
PEP vs URI
+7,377.6%
-6,631.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.1% | +7.3% | +0.7% |
| 7D | +6.7% | -12.9% | +19.6% | +7.7% |
| 30D | +13.5% | -3.4% | +16.9% | +13.7% |
| 3M | +3.9% | -10.0% | +14.0% | +4.6% |
| 6M | -6.0% | +12.2% | -18.2% | -7.1% |
| YTD | +2.5% | +29.8% | -27.3% | -0.3% |
| 1Y | +3.9% | +24.6% | -20.7% | +1.4% |
| 3Y | -4.7% | +137.6% | -142.2% | -12.6% |
| 5Y | +1.1% | +176.6% | -175.5% | -9.4% |
| 10Y | +83.8% | +1,402.6% | -1,318.7% | +40.5% |
| All | +745.8% | +7,377.6% | -6,631.8% | +451.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling