+1,182.4%
URI vs PEG
+159.1%
+1,023.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | -6.0% | +2.6% | -8.5% | -7.3% |
| 30D | +4.6% | +3.3% | +1.3% | +2.6% |
| 3M | -2.7% | +1.1% | -3.8% | -3.5% |
| 6M | +18.4% | -1.4% | +19.8% | +18.8% |
| YTD | +37.4% | -4.6% | +41.9% | +40.0% |
| 1Y | +30.4% | -7.2% | +37.6% | +35.1% |
| 3Y | +147.9% | +33.7% | +114.2% | +100.4% |
| 5Y | +202.1% | +40.8% | +161.2% | +132.9% |
| 10Y | +1,182.4% | +162.8% | +1,019.6% | +748.0% |
| All | +1,182.4% | +159.1% | +1,023.3% | +748.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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