-4.4%
PEP vs UMC
+142.0%
-146.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.9% | -6.7% | +0.6% |
| 7D | +1.1% | +0.1% | +0.9% | +1.2% |
| 30D | +13.6% | -28.7% | +42.3% | +12.2% |
| 3M | +5.1% | -15.1% | +20.2% | +4.6% |
| 6M | -1.6% | +5.0% | -6.6% | -2.6% |
| YTD | +3.3% | +108.2% | -104.8% | +2.1% |
| 1Y | +3.2% | +121.7% | -118.5% | +1.9% |
| All | -4.4% | +142.0% | -146.4% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling