+281.3%
URA vs PEGA
+94.5%
+186.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +2.9% | -8.6% | +11.5% | +4.8% |
| 30D | -10.8% | -10.1% | -0.7% | -9.0% |
| 3M | -25.5% | -4.7% | -20.8% | -25.3% |
| 6M | -41.2% | -8.0% | -33.3% | -41.3% |
| YTD | -21.3% | -47.1% | +25.9% | -11.4% |
| 1Y | -25.7% | -47.5% | +21.8% | -16.2% |
| 3Y | +43.1% | +40.2% | +2.8% | +17.2% |
| 5Y | +35.6% | -45.7% | +81.3% | +40.4% |
| 10Y | +281.3% | +85.1% | +196.2% | +154.2% |
| All | +281.3% | +94.5% | +186.8% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling