+137.5%
UMC vs PEG
+35.4%
+102.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +11.4% | -0.9% | +12.3% | +11.6% |
| 30D | +16.8% | -2.8% | +19.5% | +17.4% |
| 3M | +19.1% | -6.9% | +26.0% | +20.7% |
| 6M | +137.4% | -11.4% | +148.8% | +142.9% |
| YTD | +186.4% | -7.4% | +193.8% | +189.6% |
| 1Y | +229.1% | -8.3% | +237.3% | +233.1% |
| 3Y | +257.9% | +31.5% | +226.3% | +226.6% |
| 5Y | +137.5% | +38.0% | +99.6% | +116.5% |
| All | +137.5% | +35.4% | +102.1% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling