+144.1%
UMC vs PNR
-21.7%
+165.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.4% |
| 7D | +9.0% | -6.0% | +15.0% | +11.4% |
| 30D | +17.2% | -14.0% | +31.2% | +23.7% |
| 3M | +11.4% | -21.7% | +33.1% | +19.9% |
| 6M | +137.5% | -37.3% | +174.8% | +180.8% |
| YTD | +193.1% | -45.1% | +238.2% | +265.6% |
| 1Y | +240.3% | -49.1% | +289.4% | +339.9% |
| 3Y | +262.2% | -14.8% | +277.0% | +241.5% |
| All | +144.1% | -21.7% | +165.8% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling