+1,059.8%
UMC vs PENG
+661.7%
+398.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +9.3% | -1.7% | +5.3% |
| 7D | -9.2% | -3.8% | -5.4% | -8.5% |
| 30D | -35.1% | -40.1% | +4.9% | -27.5% |
| 3M | -20.5% | -21.8% | +1.3% | -17.0% |
| 6M | -1.7% | +3.3% | -5.1% | -4.4% |
| YTD | +92.8% | +133.6% | -40.9% | +56.9% |
| 1Y | +104.5% | +110.7% | -6.2% | +69.4% |
| 3Y | +129.8% | +204.3% | -74.4% | +66.6% |
| 5Y | +74.0% | +54.4% | +19.6% | +35.9% |
| All | +1,059.8% | +661.7% | +398.1% | +684.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling