+115.0%
UMC vs PEGA
-44.4%
+159.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -14.7% | -2.9% | -11.8% | -14.9% |
| 30D | -32.9% | -0.5% | -32.4% | -32.8% |
| 3M | -22.2% | +8.5% | -30.7% | -21.7% |
| 6M | +25.9% | -6.3% | +32.2% | +30.7% |
| YTD | +107.9% | -42.2% | +150.1% | +135.6% |
| 1Y | +115.0% | -43.4% | +158.5% | +148.4% |
| All | +115.0% | -44.4% | +159.5% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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