+243.6%
UMC vs PEGA
+1,914.2%
-1,670.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.5% | +4.8% |
| 7D | +5.0% | +3.3% | +1.7% | +4.2% |
| 30D | +7.7% | +17.7% | -10.1% | +3.6% |
| 3M | +1.7% | +5.8% | -4.1% | -1.2% |
| 6M | +113.9% | -20.3% | +134.2% | +120.2% |
| YTD | +168.9% | -37.1% | +206.0% | +188.9% |
| 1Y | +207.2% | -30.2% | +237.4% | +220.5% |
| 3Y | +227.7% | +48.1% | +179.6% | +170.6% |
| 5Y | +118.0% | -46.8% | +164.8% | +117.9% |
| 10Y | +1,682.1% | +191.3% | +1,490.8% | +1,065.4% |
| All | +243.6% | +1,914.2% | -1,670.6% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling