-0.3%
PEP vs UMAC
+146.7%
-147.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.4% | +5.1% | -1.4% |
| 7D | -1.7% | +3.3% | -5.0% | -1.6% |
| 30D | +0.3% | -10.4% | +10.7% | +0.2% |
| 3M | -3.2% | +1.8% | -5.0% | -2.5% |
| 6M | -13.6% | +40.7% | -54.3% | -11.4% |
| YTD | -1.9% | +90.9% | -92.8% | +1.9% |
| All | -0.3% | +146.7% | -147.0% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling