-4.0%
PEP vs UMAC
+182.0%
-186.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.9% | +2.2% |
| 7D | +2.9% | -5.2% | +8.1% | +2.9% |
| 30D | +12.5% | -36.4% | +48.9% | +12.3% |
| 3M | +4.5% | -58.6% | +63.1% | +4.3% |
| 6M | -0.5% | -24.6% | +24.2% | -0.6% |
| YTD | +4.4% | -11.5% | +15.9% | +4.2% |
| 1Y | +4.4% | +16.9% | -12.5% | +4.0% |
| All | -4.0% | +182.0% | -186.0% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling