+1,179.9%
URI vs PEGA
+191.4%
+988.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | -2.0% | +3.3% | -5.3% | -3.0% |
| 30D | -12.9% | +17.7% | -30.7% | -17.7% |
| 3M | -6.7% | +5.8% | -12.5% | -10.0% |
| 6M | +19.0% | -20.3% | +39.2% | +24.6% |
| YTD | +25.5% | -37.1% | +62.7% | +41.1% |
| 1Y | +5.5% | -30.2% | +35.7% | +13.1% |
| 3Y | +111.3% | +48.1% | +63.2% | +56.5% |
| 5Y | +198.6% | -46.8% | +245.3% | +237.0% |
| All | +1,179.9% | +191.4% | +988.5% | +507.7% |
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