+1,340.7%
URI vs PEGA
+101.4%
+1,239.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +2.2% |
| 7D | -9.8% | -4.5% | -5.3% | -8.5% |
| 30D | +1.7% | -5.7% | +7.4% | +3.4% |
| 3M | -9.1% | +2.6% | -11.6% | -10.7% |
| 6M | +9.9% | -10.6% | +20.5% | +10.8% |
| YTD | +31.2% | -45.5% | +76.7% | +53.6% |
| 1Y | +25.9% | -44.8% | +70.7% | +46.4% |
| 3Y | +147.4% | +45.5% | +101.8% | +80.1% |
| 5Y | +179.7% | -45.3% | +225.1% | +201.2% |
| All | +1,340.7% | +101.4% | +1,239.2% | +655.4% |
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