+75.3%
PEP vs UMC
+1,863.6%
-1,788.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.4% |
| 7D | -1.0% | +9.0% | -10.0% | -1.4% |
| 30D | -0.7% | +17.2% | -17.9% | -1.5% |
| 3M | -4.1% | +11.4% | -15.5% | -5.3% |
| 6M | -13.1% | +137.5% | -150.6% | -18.9% |
| YTD | -2.1% | +193.1% | -195.2% | -10.4% |
| 1Y | -1.7% | +240.3% | -242.0% | -11.2% |
| 3Y | -15.1% | +262.2% | -277.3% | -24.5% |
| 5Y | +3.1% | +143.1% | -140.0% | -6.3% |
| All | +75.3% | +1,863.6% | -1,788.3% | +21.6% |
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