+115.0%
UMC vs PENG
+120.5%
-5.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.1% | +7.0% | +0.8% |
| 7D | -14.7% | -20.5% | +5.8% | -8.5% |
| 30D | -32.9% | -20.4% | -12.5% | -28.9% |
| 3M | -22.2% | -16.4% | -5.7% | -19.5% |
| 6M | +25.9% | +49.2% | -23.3% | +19.7% |
| YTD | +107.9% | +147.2% | -39.3% | +87.9% |
| 1Y | +115.0% | +124.7% | -9.6% | +97.1% |
| All | +115.0% | +120.5% | -5.4% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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