+213.1%
URI vs PEGA
-45.8%
+259.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.2% |
| 7D | +2.6% | -8.6% | +11.2% | +4.4% |
| 30D | +9.1% | -10.1% | +19.2% | +11.2% |
| 3M | +1.0% | -4.7% | +5.7% | +1.3% |
| 6M | +23.3% | -8.0% | +31.3% | +23.4% |
| YTD | +43.3% | -47.1% | +90.4% | +61.2% |
| 1Y | +35.9% | -47.5% | +83.4% | +53.0% |
| 3Y | +158.6% | +40.2% | +118.4% | +115.9% |
| 5Y | +213.1% | -45.7% | +258.9% | +222.4% |
| All | +213.1% | -45.8% | +259.0% | +222.4% |
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 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