+889.5%
URI vs PENG
+597.2%
+292.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.4% | -11.3% | -1.9% |
| 7D | -9.8% | -19.4% | +9.7% | -5.9% |
| 30D | +1.7% | -42.4% | +44.1% | +14.0% |
| 3M | -9.1% | -25.6% | +16.6% | -5.5% |
| 6M | +9.9% | +7.3% | +2.6% | -1.5% |
| YTD | +31.2% | +113.9% | -82.6% | -4.1% |
| 1Y | +25.9% | +93.6% | -67.6% | -5.9% |
| 3Y | +147.4% | +170.2% | -22.8% | +57.4% |
| 5Y | +179.7% | +44.2% | +135.6% | +94.1% |
| All | +889.5% | +597.2% | +292.4% | +472.9% |
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 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