+17.0%
PG vs UMC
+112.5%
-95.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.3% | +3.1% |
| 7D | +5.7% | -14.7% | +20.4% | +4.9% |
| 30D | +15.4% | -32.9% | +48.3% | +13.4% |
| 3M | +13.8% | -22.2% | +35.9% | +12.5% |
| 6M | +18.3% | +25.9% | -7.6% | +16.4% |
| YTD | +20.1% | +107.9% | -87.8% | +21.3% |
| 1Y | +17.0% | +115.0% | -98.0% | +18.8% |
| All | +17.0% | +112.5% | -95.5% | +18.8% |
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 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