+204.5%
URI vs PEGA
-44.5%
+249.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.5% |
| 7D | +6.7% | +0.1% | +6.6% | +6.6% |
| 30D | +8.9% | -4.1% | +13.0% | +9.6% |
| 3M | +0.5% | -2.8% | +3.4% | +0.5% |
| 6M | +20.7% | -0.4% | +21.1% | +18.7% |
| YTD | +40.0% | -45.4% | +85.4% | +56.5% |
| 1Y | +34.4% | -42.6% | +77.0% | +48.2% |
| 3Y | +149.5% | +45.4% | +104.1% | +106.7% |
| All | +204.5% | -44.5% | +249.0% | +211.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling