+978.8%
UMC vs PENG
+597.2%
+381.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.4% | -8.9% | +0.6% |
| 7D | -17.0% | -19.4% | +2.5% | -12.9% |
| 30D | -40.6% | -42.4% | +1.8% | -33.0% |
| 3M | -27.9% | -25.6% | -2.2% | -23.9% |
| 6M | -7.5% | +7.3% | -14.7% | -10.5% |
| YTD | +79.3% | +113.9% | -34.5% | +49.0% |
| 1Y | +92.8% | +93.6% | -0.8% | +62.9% |
| 3Y | +108.2% | +170.2% | -62.1% | +55.0% |
| 5Y | +68.4% | +44.2% | +24.3% | +33.9% |
| All | +978.8% | +597.2% | +381.6% | +644.4% |
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