+1,182.4%
URI vs PEGA
+92.7%
+1,089.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.5% |
| 7D | -6.0% | -8.2% | +2.2% | -3.5% |
| 30D | +4.6% | -11.6% | +16.2% | +8.3% |
| 3M | -2.7% | -4.2% | +1.5% | -2.5% |
| 6M | +18.4% | -12.0% | +30.3% | +19.8% |
| YTD | +37.4% | -46.9% | +84.3% | +61.8% |
| 1Y | +30.4% | -47.0% | +77.3% | +53.3% |
| 3Y | +147.9% | +40.9% | +107.0% | +82.6% |
| 5Y | +202.1% | -45.4% | +247.4% | +222.6% |
| 10Y | +1,182.4% | +95.9% | +1,086.5% | +645.5% |
| All | +1,182.4% | +92.7% | +1,089.7% | +645.5% |
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