+262.2%
UMC vs PNC
+131.1%
+131.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.2% |
| 7D | +9.0% | -0.6% | +9.6% | +9.1% |
| 30D | +17.2% | -4.4% | +21.6% | +18.6% |
| 3M | +11.4% | +5.2% | +6.2% | +9.5% |
| 6M | +137.5% | +20.6% | +116.9% | +123.9% |
| YTD | +193.1% | +19.8% | +173.3% | +175.7% |
| 1Y | +240.3% | +24.4% | +215.9% | +215.7% |
| 3Y | +262.2% | +131.2% | +130.9% | +165.5% |
| All | +262.2% | +131.1% | +131.1% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 3y: compounded portfolio wealth divided by compounded PNC 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…
3y analysis · Full analysis span regression · 6 months rolling