+3.2%
PEP vs UMC
+145.1%
-141.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.3% | -1.3% |
| 7D | -1.7% | +13.6% | -15.3% | -1.8% |
| 30D | +0.3% | +20.8% | -20.5% | +0.1% |
| 3M | -3.2% | +16.1% | -19.4% | -4.0% |
| 6M | -13.6% | +137.3% | -150.9% | -17.1% |
| YTD | -1.9% | +193.8% | -195.6% | -7.1% |
| 1Y | -0.6% | +236.1% | -236.7% | -6.8% |
| 3Y | -13.6% | +267.1% | -280.7% | -20.5% |
| 5Y | +3.2% | +145.3% | -142.0% | -4.8% |
| All | +3.2% | +145.1% | -141.8% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling