+274.5%
UMC vs PBR
+1,618.6%
-1,344.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | +9.0% | +5.4% | +3.6% | +7.4% |
| 30D | +17.2% | +22.9% | -5.6% | +10.3% |
| 3M | +11.4% | +19.6% | -8.2% | +5.3% |
| 6M | +137.5% | +16.5% | +121.0% | +124.5% |
| YTD | +193.1% | +86.7% | +106.5% | +140.5% |
| 1Y | +240.3% | +74.7% | +165.6% | +184.0% |
| 3Y | +262.2% | +102.6% | +159.6% | +182.7% |
| 5Y | +143.1% | +566.6% | -423.5% | +24.3% |
| 10Y | +1,853.0% | +686.1% | +1,167.0% | +638.6% |
| All | +274.5% | +1,618.6% | -1,344.1% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling