+1,599.5%
UMC vs PENG
+755.0%
+844.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +5.9% | +5.3% |
| 7D | +6.6% | +7.8% | -1.2% | +4.8% |
| 30D | +16.6% | -12.2% | +28.8% | +19.5% |
| 3M | +11.0% | -20.6% | +31.6% | +15.7% |
| 6M | +131.3% | +180.9% | -49.7% | +84.1% |
| YTD | +182.5% | +162.3% | +20.2% | +126.0% |
| 1Y | +222.3% | +107.3% | +115.0% | +167.8% |
| 3Y | +253.0% | +110.8% | +142.3% | +168.5% |
| 5Y | +141.8% | +117.8% | +24.0% | +78.3% |
| All | +1,599.5% | +755.0% | +844.5% | +1,029.2% |
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