+1,218.8%
URI vs PEGA
+99.2%
+1,119.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -3.9% | +10.8% | +8.1% |
| 7D | -4.0% | -10.0% | +6.0% | -0.9% |
| 30D | +6.8% | -12.7% | +19.5% | +11.0% |
| 3M | -2.8% | -4.6% | +1.8% | -2.5% |
| 6M | +20.9% | -13.1% | +34.0% | +22.8% |
| YTD | +40.2% | -47.6% | +87.8% | +65.9% |
| 1Y | +34.1% | -47.0% | +81.1% | +57.7% |
| 3Y | +164.1% | +42.0% | +122.1% | +93.7% |
| 5Y | +199.3% | -47.8% | +247.2% | +227.2% |
| 10Y | +1,218.8% | +92.0% | +1,126.9% | +670.9% |
| All | +1,218.8% | +99.2% | +1,119.7% | +670.9% |
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