+367.0%
PSX vs UMC
+134.9%
+232.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | +1.5% | +11.4% | -9.9% | +0.2% |
| 30D | +15.8% | +16.8% | -1.0% | +13.7% |
| 3M | +43.0% | +19.1% | +23.9% | +37.6% |
| 6M | +61.1% | +137.4% | -76.3% | +36.6% |
| YTD | +104.5% | +186.4% | -81.8% | +64.3% |
| 1Y | +102.5% | +229.1% | -126.6% | +57.1% |
| 3Y | +133.5% | +257.9% | -124.4% | +74.1% |
| 5Y | +367.0% | +137.5% | +229.4% | +248.0% |
| All | +367.0% | +134.9% | +232.1% | +248.0% |
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