+247.5%
UMC vs PCOR
-33.1%
+280.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.2% | +8.2% | +5.7% |
| 7D | +6.6% | -6.9% | +13.5% | +8.1% |
| 30D | +16.6% | -1.5% | +18.1% | +16.4% |
| 3M | +11.0% | +18.5% | -7.5% | +5.7% |
| 6M | +131.3% | -4.7% | +136.0% | +129.1% |
| YTD | +182.5% | -22.8% | +205.3% | +193.2% |
| 1Y | +222.3% | -20.7% | +243.0% | +230.0% |
| 3Y | +253.0% | -14.6% | +267.6% | +235.0% |
| 5Y | +141.8% | -40.7% | +182.6% | +123.0% |
| All | +247.5% | -33.1% | +280.6% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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