+144.1%
UMC vs PBR
+552.2%
-408.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +9.0% | +5.4% | +3.6% | +8.2% |
| 30D | +17.2% | +22.9% | -5.6% | +13.7% |
| 3M | +11.4% | +19.6% | -8.2% | +8.3% |
| 6M | +137.5% | +16.5% | +121.0% | +130.5% |
| YTD | +193.1% | +86.7% | +106.5% | +163.2% |
| 1Y | +240.3% | +74.7% | +165.6% | +208.4% |
| 3Y | +262.2% | +102.6% | +159.6% | +218.0% |
| All | +144.1% | +552.2% | -408.0% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling