+95.5%
PEP vs UMC
+1,272.7%
-1,177.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.3% |
| 7D | +2.9% | +11.2% | -8.3% | +2.5% |
| 30D | +12.5% | -28.0% | +40.5% | +13.9% |
| 3M | +4.5% | -20.5% | +25.1% | +5.2% |
| 6M | -0.5% | -1.6% | +1.1% | -2.2% |
| YTD | +4.4% | +99.4% | -95.0% | -2.9% |
| 1Y | +4.4% | +120.4% | -116.1% | -3.8% |
| 3Y | -3.4% | +134.2% | -137.6% | -12.3% |
| 5Y | +5.2% | +78.8% | -73.7% | -3.6% |
| All | +95.5% | +1,272.7% | -1,177.2% | +42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling