+151.2%
UMC vs PL
+84.9%
+66.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.8% | +4.7% |
| 7D | +5.0% | -9.3% | +14.3% | +6.1% |
| 30D | +7.7% | -18.9% | +26.6% | +10.2% |
| 3M | +1.7% | -58.4% | +60.0% | +11.5% |
| 6M | +113.9% | -30.3% | +144.2% | +120.1% |
| YTD | +168.9% | -8.1% | +177.0% | +167.4% |
| 1Y | +207.2% | +180.5% | +26.7% | +164.6% |
| 3Y | +227.7% | +444.1% | -216.5% | +138.8% |
| 5Y | +118.0% | +83.0% | +35.0% | +77.0% |
| All | +151.2% | +84.9% | +66.3% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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