+176.6%
URI vs PENG
+31.0%
+145.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -23.0% | +15.9% | -2.0% |
| 7D | -12.9% | -36.7% | +23.8% | -4.5% |
| 30D | -3.4% | -42.0% | +38.6% | +6.8% |
| 3M | -10.0% | -33.2% | +23.2% | -4.4% |
| 6M | +12.2% | +2.1% | +10.1% | +1.6% |
| YTD | +29.8% | +90.3% | -60.5% | -2.5% |
| 1Y | +24.6% | +67.7% | -43.1% | -3.4% |
| 3Y | +137.6% | +154.2% | -16.6% | +50.7% |
| 5Y | +176.6% | +28.3% | +148.3% | +86.9% |
| All | +176.6% | +31.0% | +145.6% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling