+120.5%
UMC vs PCOR
-10.3%
+130.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | -17.0% | +22.7% | -39.7% | -20.4% |
| 30D | -40.6% | +37.5% | -78.0% | -44.4% |
| 3M | -27.9% | +35.2% | -63.1% | -32.8% |
| 6M | -7.5% | +42.2% | -49.7% | -15.4% |
| YTD | +79.3% | +3.6% | +75.7% | +74.5% |
| 1Y | +92.8% | -4.8% | +97.6% | +92.0% |
| 3Y | +108.2% | +48.3% | +59.8% | +72.5% |
| 5Y | +68.4% | -20.1% | +88.5% | +45.9% |
| All | +120.5% | -10.3% | +130.9% | +96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling