+115.0%
UMC vs PNR
-31.2%
+146.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -1.8% |
| 7D | -14.7% | +11.9% | -26.6% | -13.9% |
| 30D | -32.9% | +37.1% | -70.0% | -31.5% |
| 3M | -22.2% | +5.7% | -27.9% | -21.1% |
| 6M | +25.9% | -5.7% | +31.6% | +29.5% |
| YTD | +107.9% | -29.8% | +137.7% | +119.3% |
| 1Y | +115.0% | -31.8% | +146.8% | +130.5% |
| All | +115.0% | -31.2% | +146.2% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling