+115.0%
UMC vs PBR
+74.7%
+40.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.0% | +4.9% | -2.5% |
| 7D | -14.7% | -11.0% | -3.7% | -15.4% |
| 30D | -32.9% | -18.8% | -14.1% | -33.9% |
| 3M | -22.2% | +7.8% | -30.0% | -22.7% |
| 6M | +25.9% | -7.6% | +33.5% | +24.8% |
| YTD | +107.9% | +72.7% | +35.3% | +93.2% |
| 1Y | +115.0% | +72.9% | +42.1% | +96.6% |
| All | +115.0% | +74.7% | +40.3% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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