+757.4%
UMAC vs PENG
+136.5%
+620.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.9% | +10.2% | +9.7% |
| 7D | +14.7% | +7.8% | +6.9% | +10.8% |
| 30D | -0.5% | -12.2% | +11.7% | +5.3% |
| 3M | +0.5% | -20.6% | +21.1% | +8.1% |
| 6M | +57.9% | +180.9% | -123.0% | +5.9% |
| YTD | +103.9% | +162.3% | -58.3% | +39.7% |
| 1Y | +159.3% | +107.3% | +52.0% | +91.0% |
| All | +757.4% | +136.5% | +620.9% | +507.1% |
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