+520.7%
PEP vs UMC
+259.6%
+261.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.2% | -1.0% |
| 7D | -1.4% | +5.0% | -6.3% | -1.8% |
| 30D | +0.2% | +7.7% | -7.4% | -0.4% |
| 3M | -1.1% | +1.7% | -2.8% | -2.1% |
| 6M | -13.5% | +113.9% | -127.4% | -19.9% |
| YTD | -1.2% | +168.9% | -170.1% | -10.6% |
| 1Y | -1.6% | +207.2% | -208.8% | -12.1% |
| 3Y | -12.5% | +227.7% | -240.2% | -23.0% |
| 5Y | +3.0% | +118.0% | -115.0% | -7.2% |
| 10Y | +73.9% | +1,682.1% | -1,608.2% | +25.6% |
| All | +520.7% | +259.6% | +261.1% | +305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling