+222.3%
UMC vs PCOR
-19.9%
+242.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.2% | +8.2% | +4.7% |
| 7D | +6.6% | -6.9% | +13.5% | +5.8% |
| 30D | +16.6% | -1.5% | +18.1% | +16.4% |
| 3M | +11.0% | +18.5% | -7.5% | +15.7% |
| 6M | +131.3% | -4.7% | +136.0% | +138.9% |
| YTD | +182.5% | -22.8% | +205.3% | +195.1% |
| 1Y | +222.3% | -20.7% | +243.0% | +236.9% |
| All | +222.3% | -19.9% | +242.2% | +236.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling