+115.0%
UMC vs PPL
+1.0%
+114.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -14.7% | +1.8% | -16.5% | -14.1% |
| 30D | -32.9% | +8.4% | -41.3% | -31.2% |
| 3M | -22.2% | +2.4% | -24.5% | -21.5% |
| 6M | +25.9% | -4.0% | +29.9% | +26.6% |
| YTD | +107.9% | +4.5% | +103.5% | +107.1% |
| 1Y | +115.0% | +1.7% | +113.3% | +112.7% |
| All | +115.0% | +1.0% | +114.1% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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