+222.3%
UMC vs PENG
+106.3%
+116.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +5.9% | +5.3% |
| 7D | +6.6% | +7.8% | -1.2% | +4.3% |
| 30D | +16.6% | -12.2% | +28.8% | +20.5% |
| 3M | +11.0% | -20.6% | +31.6% | +16.2% |
| 6M | +131.3% | +180.9% | -49.7% | +114.8% |
| YTD | +182.5% | +162.3% | +20.2% | +159.7% |
| 1Y | +222.3% | +107.3% | +115.0% | +197.1% |
| All | +222.3% | +106.3% | +116.0% | +197.1% |
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