+878.5%
URI vs PENG
+520.3%
+358.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -23.0% | +15.9% | -1.5% |
| 7D | -12.9% | -36.7% | +23.8% | -3.7% |
| 30D | -3.4% | -42.0% | +38.6% | +7.8% |
| 3M | -10.0% | -33.2% | +23.2% | -3.9% |
| 6M | +12.2% | +2.1% | +10.1% | +1.8% |
| YTD | +29.8% | +90.3% | -60.5% | -2.3% |
| 1Y | +24.6% | +67.7% | -43.1% | -3.3% |
| 3Y | +137.6% | +154.2% | -16.6% | +53.3% |
| 5Y | +176.6% | +28.3% | +148.3% | +97.8% |
| All | +878.5% | +520.3% | +358.1% | +483.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling