+253.0%
UMC vs PEGA
+48.1%
+205.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.2% | +9.2% | +5.3% |
| 7D | +6.6% | -2.4% | +9.0% | +6.7% |
| 30D | +16.6% | +9.6% | +6.9% | +15.9% |
| 3M | +11.0% | +2.3% | +8.7% | +11.1% |
| 6M | +131.3% | -23.9% | +155.2% | +137.9% |
| YTD | +182.5% | -39.8% | +222.3% | +197.0% |
| 1Y | +222.3% | -37.4% | +259.7% | +236.7% |
| 3Y | +253.0% | +53.1% | +199.9% | +221.3% |
| All | +253.0% | +48.1% | +205.0% | +221.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling