+33.1%
URI vs PEGA
-47.6%
+80.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -3.9% | +10.8% | +6.8% |
| 7D | -4.0% | -10.0% | +6.0% | -4.1% |
| 30D | +6.8% | -12.7% | +19.5% | +6.7% |
| 3M | -2.8% | -4.6% | +1.8% | -2.8% |
| 6M | +20.9% | -13.1% | +34.0% | +22.0% |
| YTD | +40.2% | -47.6% | +87.8% | +54.3% |
| All | +33.1% | -47.6% | +80.7% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling