+1,798.0%
UMC vs PEGA
+180.6%
+1,617.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.9% |
| 7D | +11.4% | -5.3% | +16.7% | +12.4% |
| 30D | +16.8% | +8.3% | +8.5% | +14.6% |
| 3M | +19.1% | +8.9% | +10.2% | +15.3% |
| 6M | +137.4% | -19.7% | +157.2% | +144.7% |
| YTD | +186.4% | -39.9% | +226.3% | +211.8% |
| 1Y | +229.1% | -36.4% | +265.5% | +251.9% |
| 3Y | +257.9% | +52.8% | +205.1% | +186.1% |
| 5Y | +137.5% | -45.7% | +183.2% | +143.6% |
| All | +1,798.0% | +180.6% | +1,617.4% | +1,332.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling