-7.0%
PG vs UMC
+134.2%
-141.2%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.1% |
| 7D | -2.7% | +11.4% | -14.1% | -2.3% |
| 30D | -1.5% | +16.8% | -18.3% | -0.9% |
| 3M | -3.4% | +19.1% | -22.5% | -3.9% |
| 6M | -7.0% | +137.4% | -144.4% | -11.8% |
| All | -7.0% | +134.2% | -141.2% | -11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling