+156.2%
PSX vs UMC
+131.8%
+24.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +0.9% |
| 7D | +7.8% | +11.2% | -3.4% | +7.1% |
| 30D | -10.9% | -28.0% | +17.1% | -9.6% |
| 3M | +14.5% | -20.5% | +35.0% | +15.3% |
| 6M | +56.1% | -1.6% | +57.7% | +51.7% |
| YTD | +109.6% | +99.4% | +10.2% | +80.8% |
| 1Y | +95.5% | +120.4% | -24.9% | +64.6% |
| 3Y | +156.2% | +134.2% | +22.0% | +102.8% |
| All | +156.2% | +131.8% | +24.4% | +102.8% |
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 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