+203.4%
URI vs PEGA
-46.5%
+249.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | -2.0% | +3.3% | -5.3% | -2.6% |
| 30D | -12.9% | +17.7% | -30.7% | -16.1% |
| 3M | -6.7% | +5.8% | -12.5% | -8.7% |
| 6M | +19.0% | -20.3% | +39.2% | +23.4% |
| YTD | +25.5% | -37.1% | +62.7% | +37.0% |
| 1Y | +5.5% | -30.2% | +35.7% | +11.5% |
| 3Y | +111.3% | +48.1% | +63.2% | +75.7% |
| All | +203.4% | -46.5% | +249.9% | +259.1% |
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 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