+147.4%
URI vs PEG
+25.9%
+121.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | -9.8% | -2.3% | -7.5% | -8.9% |
| 30D | +1.7% | +1.2% | +0.5% | +1.2% |
| 3M | -9.1% | -2.4% | -6.7% | -8.2% |
| 6M | +9.9% | -6.9% | +16.7% | +13.0% |
| YTD | +31.2% | -7.2% | +38.4% | +34.6% |
| 1Y | +25.9% | -8.9% | +34.8% | +30.2% |
| 3Y | +147.4% | +27.1% | +120.3% | +122.5% |
| All | +147.4% | +25.9% | +121.4% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling