+77.6%
UMC vs PENG
+56.5%
+21.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -0.6% |
| 7D | +11.2% | +13.2% | -2.0% | +7.1% |
| 30D | -28.0% | -29.9% | +1.9% | -20.8% |
| 3M | -20.5% | -22.2% | +1.7% | -16.2% |
| 6M | -1.6% | -1.9% | +0.3% | -4.2% |
| YTD | +99.4% | +142.1% | -42.8% | +50.9% |
| 1Y | +120.4% | +151.5% | -31.1% | +64.7% |
| 3Y | +134.2% | +206.9% | -72.7% | +47.0% |
| All | +77.6% | +56.5% | +21.0% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling