+265.9%
UMC vs PPG
+945.5%
-679.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.3% |
| 7D | +11.4% | -5.1% | +16.5% | +14.9% |
| 30D | +16.8% | -9.6% | +26.4% | +24.0% |
| 3M | +19.1% | -6.4% | +25.5% | +22.8% |
| 6M | +137.4% | +0.5% | +136.9% | +133.1% |
| YTD | +186.4% | +4.4% | +181.9% | +171.1% |
| 1Y | +229.1% | -0.9% | +230.0% | +219.9% |
| 3Y | +257.9% | -17.0% | +274.8% | +278.8% |
| 5Y | +137.5% | -23.7% | +161.2% | +158.3% |
| 10Y | +1,808.2% | +25.9% | +1,782.3% | +1,197.6% |
| All | +265.9% | +945.5% | -679.6% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling