-0.3%
PEP vs UMC
+227.6%
-228.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | -0.2% |
| 7D | -1.4% | +11.4% | -12.7% | -0.6% |
| 30D | -0.2% | +16.8% | -17.0% | +0.9% |
| 3M | -4.3% | +19.1% | -23.4% | -3.4% |
| 6M | -13.2% | +137.4% | -150.6% | -10.9% |
| YTD | -1.9% | +186.4% | -188.3% | +4.5% |
| 1Y | -0.3% | +229.1% | -229.4% | +10.0% |
| All | -0.3% | +227.6% | -228.0% | +10.0% |
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