-8.6%
PEP vs UMAC
+549.5%
-558.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.3% | -8.7% | +0.6% |
| 7D | +0.1% | +14.7% | -14.6% | +0.1% |
| 30D | +0.7% | -0.5% | +1.2% | +0.7% |
| 3M | -0.5% | +0.5% | -1.0% | -0.4% |
| 6M | -11.3% | +57.9% | -69.2% | -11.2% |
| YTD | -0.6% | +103.9% | -104.5% | -0.5% |
| 1Y | +1.7% | +159.3% | -157.6% | +1.5% |
| All | -8.6% | +549.5% | -558.1% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling