+969.7%
URI vs PENG
+735.0%
+234.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | +9.3% | +34.6% | -25.3% | +1.5% |
| 30D | +7.6% | -35.9% | +43.5% | +17.6% |
| 3M | +1.0% | -14.7% | +15.7% | +1.6% |
| 6M | +19.8% | +13.5% | +6.3% | +6.5% |
| YTD | +41.9% | +156.1% | -114.3% | -0.9% |
| 1Y | +33.4% | +141.3% | -107.9% | -5.6% |
| 3Y | +156.0% | +223.4% | -67.4% | +55.9% |
| 5Y | +209.5% | +67.4% | +142.1% | +107.2% |
| All | +969.7% | +735.0% | +234.7% | +492.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling