+7,128.3%
URI vs PEGA
+711.3%
+6,417.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.3% | -4.8% | -6.7% |
| 7D | -12.9% | -1.6% | -11.3% | -12.7% |
| 30D | -3.4% | -3.0% | -0.4% | -3.0% |
| 3M | -10.0% | +5.8% | -15.8% | -11.3% |
| 6M | +12.2% | -8.8% | +21.0% | +12.4% |
| YTD | +29.8% | -43.5% | +73.3% | +40.0% |
| 1Y | +24.6% | -43.4% | +68.0% | +34.3% |
| 3Y | +137.6% | +48.6% | +89.0% | +109.0% |
| 5Y | +176.6% | -43.3% | +220.0% | +177.7% |
| 10Y | +1,402.6% | +109.7% | +1,292.9% | +1,132.6% |
| All | +7,128.3% | +711.3% | +6,417.0% | +3,891.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling