+1,517.8%
UMC vs PENG
+762.7%
+755.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.4% | -1.9% | +3.1% |
| 7D | +5.0% | +4.5% | +0.4% | +3.9% |
| 30D | +7.7% | -7.1% | +14.8% | +9.0% |
| 3M | +1.7% | -27.3% | +28.9% | +7.6% |
| 6M | +113.9% | +169.6% | -55.7% | +71.7% |
| YTD | +168.9% | +164.6% | +4.3% | +114.7% |
| 1Y | +207.2% | +109.5% | +97.7% | +154.7% |
| 3Y | +227.7% | +98.9% | +128.8% | +152.4% |
| 5Y | +118.0% | +116.3% | +1.8% | +60.9% |
| All | +1,517.8% | +762.7% | +755.1% | +972.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling