+207.2%
UMC vs PR
+76.5%
+130.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.4% |
| 7D | +5.0% | +2.9% | +2.0% | +5.3% |
| 30D | +7.7% | +18.0% | -10.4% | +9.8% |
| 3M | +1.7% | +16.9% | -15.2% | +4.3% |
| 6M | +113.9% | +28.2% | +85.7% | +116.4% |
| YTD | +168.9% | +69.3% | +99.6% | +171.0% |
| 1Y | +207.2% | +69.5% | +137.7% | +208.5% |
| All | +207.2% | +76.5% | +130.7% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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