+203.4%
URI vs PEG
+35.8%
+167.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.7% |
| 7D | -2.0% | +0.7% | -2.7% | -2.3% |
| 30D | -12.9% | -2.4% | -10.5% | -11.9% |
| 3M | -6.7% | -4.8% | -1.9% | -4.6% |
| 6M | +19.0% | -10.7% | +29.7% | +25.7% |
| YTD | +25.5% | -6.7% | +32.2% | +29.1% |
| 1Y | +5.5% | -6.8% | +12.4% | +8.5% |
| 3Y | +111.3% | +34.5% | +76.8% | +75.2% |
| All | +203.4% | +35.8% | +167.6% | +146.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling