+275.3%
UMC vs PEG
+847.8%
-572.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.5% |
| 7D | +13.6% | -0.1% | +13.7% | +13.6% |
| 30D | +20.8% | -1.7% | +22.5% | +21.6% |
| 3M | +16.1% | -6.8% | +22.9% | +19.3% |
| 6M | +137.3% | -11.4% | +148.7% | +147.9% |
| YTD | +193.8% | -7.2% | +201.0% | +200.6% |
| 1Y | +236.1% | -6.1% | +242.2% | +241.1% |
| 3Y | +267.1% | +31.8% | +235.3% | +216.1% |
| 5Y | +145.3% | +35.6% | +109.7% | +104.6% |
| 10Y | +1,857.3% | +148.7% | +1,708.6% | +1,032.3% |
| All | +275.3% | +847.8% | -572.5% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling