+5.5%
URI vs PENG
+118.5%
-112.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | +0.8% |
| 7D | -2.0% | +4.5% | -6.5% | -2.5% |
| 30D | -12.9% | -7.1% | -5.8% | -12.2% |
| 3M | -6.7% | -27.3% | +20.5% | -4.8% |
| 6M | +19.0% | +169.6% | -150.6% | -0.3% |
| YTD | +25.5% | +164.6% | -139.1% | +4.7% |
| 1Y | +5.5% | +109.5% | -103.9% | -13.9% |
| All | +5.5% | +118.5% | -112.9% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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