+275.3%
UMC vs PNC
+799.5%
-524.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.4% |
| 7D | +13.6% | -0.7% | +14.4% | +13.9% |
| 30D | +20.8% | -4.4% | +25.2% | +22.8% |
| 3M | +16.1% | +4.5% | +11.7% | +13.6% |
| 6M | +137.3% | +19.1% | +118.2% | +119.8% |
| YTD | +193.8% | +18.0% | +175.7% | +172.2% |
| 1Y | +236.1% | +24.1% | +212.0% | +204.5% |
| 3Y | +267.1% | +130.0% | +137.1% | +152.3% |
| 5Y | +145.3% | +50.4% | +94.9% | +98.2% |
| 10Y | +1,857.3% | +271.3% | +1,586.0% | +894.8% |
| All | +275.3% | +799.5% | -524.1% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling