+145.3%
UMC vs PEGA
-48.2%
+193.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.1% | +4.3% |
| 7D | +13.6% | -6.1% | +19.8% | +14.6% |
| 30D | +20.8% | +6.4% | +14.4% | +19.4% |
| 3M | +16.1% | +2.9% | +13.2% | +14.7% |
| 6M | +137.3% | -23.8% | +161.1% | +146.0% |
| YTD | +193.8% | -41.1% | +234.8% | +216.8% |
| 1Y | +236.1% | -38.2% | +274.3% | +257.9% |
| 3Y | +267.1% | +49.8% | +217.3% | +206.0% |
| 5Y | +145.3% | -48.0% | +193.3% | +179.9% |
| All | +145.3% | -48.2% | +193.5% | +179.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling