+156.3%
UMAC vs PENG
+118.5%
+37.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.4% | -9.5% | -6.6% |
| 7D | -0.9% | +4.5% | -5.5% | -3.5% |
| 30D | -7.7% | -7.1% | -0.5% | -3.6% |
| 3M | -26.4% | -27.3% | +0.8% | -16.0% |
| 6M | +61.9% | +169.6% | -107.7% | -15.4% |
| YTD | +86.5% | +164.6% | -78.1% | -3.1% |
| 1Y | +156.3% | +109.5% | +46.8% | +51.9% |
| All | +156.3% | +118.5% | +37.8% | +51.9% |
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