+1,150.0%
URI vs PEG
+140.8%
+1,009.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.7% |
| 7D | -2.0% | +0.7% | -2.7% | -2.4% |
| 30D | -12.9% | -2.4% | -10.5% | -11.7% |
| 3M | -6.7% | -4.8% | -1.9% | -4.2% |
| 6M | +19.0% | -10.7% | +29.7% | +26.8% |
| YTD | +25.5% | -6.7% | +32.2% | +29.8% |
| 1Y | +5.5% | -6.8% | +12.4% | +9.0% |
| 3Y | +111.3% | +34.5% | +76.8% | +70.7% |
| 5Y | +198.6% | +35.8% | +162.8% | +136.4% |
| All | +1,150.0% | +140.8% | +1,009.2% | +691.1% |
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