+262.2%
UMC vs PPG
-17.4%
+279.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.2% |
| 7D | +9.0% | -6.2% | +15.3% | +11.5% |
| 30D | +17.2% | -7.9% | +25.2% | +20.7% |
| 3M | +11.4% | -10.2% | +21.6% | +15.2% |
| 6M | +137.5% | +2.7% | +134.8% | +133.8% |
| YTD | +193.1% | +4.9% | +188.2% | +183.6% |
| 1Y | +240.3% | -3.2% | +243.5% | +240.0% |
| 3Y | +262.2% | -17.0% | +279.2% | +271.4% |
| All | +262.2% | -17.4% | +279.5% | +271.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling