+115.0%
UMC vs PPG
+38.5%
+76.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.0% | -7.0% | -2.9% |
| 7D | -14.7% | +7.5% | -22.1% | -15.9% |
| 30D | -32.9% | +20.9% | -53.8% | -35.7% |
| 3M | -22.2% | +8.7% | -30.9% | -23.4% |
| 6M | +25.9% | +23.8% | +2.1% | +19.7% |
| YTD | +107.9% | +26.5% | +81.4% | +115.6% |
| 1Y | +115.0% | +37.6% | +77.4% | +121.7% |
| All | +115.0% | +38.5% | +76.6% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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