-2.6%
PEP vs UMC
+209.4%
-212.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.6% | -6.3% | -1.4% |
| 7D | -2.4% | +5.0% | -7.4% | -2.1% |
| 30D | -0.8% | +7.7% | -8.5% | -0.2% |
| 3M | -2.2% | +1.7% | -3.8% | -2.0% |
| 6M | -14.4% | +113.9% | -128.3% | -12.4% |
| YTD | -2.2% | +168.9% | -171.1% | +4.2% |
| 1Y | -2.6% | +207.2% | -209.8% | +7.7% |
| All | -2.6% | +209.4% | -212.0% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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