+1,842.6%
UMC vs PEG
+148.0%
+1,694.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +9.0% | -0.9% | +9.9% | +9.2% |
| 30D | +17.2% | -3.7% | +21.0% | +18.1% |
| 3M | +11.4% | -7.3% | +18.7% | +12.9% |
| 6M | +137.5% | -10.5% | +148.0% | +142.0% |
| YTD | +193.1% | -7.5% | +200.6% | +196.4% |
| 1Y | +240.3% | -8.7% | +249.0% | +244.7% |
| 3Y | +262.2% | +31.4% | +230.8% | +238.5% |
| 5Y | +143.1% | +37.8% | +105.3% | +123.9% |
| All | +1,842.6% | +148.0% | +1,694.6% | +1,538.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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