+120.5%
URI vs PENG
+101.4%
+19.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | +0.4% |
| 7D | -2.0% | +4.5% | -6.5% | -2.8% |
| 30D | -12.9% | -7.1% | -5.8% | -12.0% |
| 3M | -6.7% | -27.3% | +20.5% | -3.8% |
| 6M | +19.0% | +169.6% | -150.6% | -8.0% |
| YTD | +25.5% | +164.6% | -139.1% | -3.2% |
| 1Y | +5.5% | +109.5% | -103.9% | -15.3% |
| All | +120.5% | +101.4% | +19.1% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling