+344.9%
UMAC vs PENG
+110.7%
+234.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +9.3% | +4.0% | +9.1% |
| 7D | -5.5% | -3.8% | -1.7% | -3.7% |
| 30D | -35.3% | -40.1% | +4.8% | -19.8% |
| 3M | -48.4% | -21.8% | -26.6% | -43.5% |
| 6M | +0.4% | +3.3% | -2.9% | -1.8% |
| YTD | +5.8% | +133.6% | -127.8% | -25.1% |
| 1Y | +27.3% | +110.7% | -83.4% | -6.4% |
| All | +344.9% | +110.7% | +234.2% | +225.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling