+7.9%
UMAC vs PENG
+120.5%
-112.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -9.1% | -1.8% | -6.0% |
| 7D | -26.0% | -20.5% | -5.6% | -16.5% |
| 30D | -40.3% | -20.4% | -20.0% | -34.1% |
| 3M | -51.1% | -16.4% | -34.7% | -47.9% |
| 6M | -5.6% | +49.2% | -54.9% | -28.1% |
| YTD | +2.3% | +147.2% | -144.9% | -49.3% |
| 1Y | +7.9% | +124.7% | -116.8% | -41.3% |
| All | +7.9% | +120.5% | -112.6% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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