+115.0%
UMC vs PR
+87.5%
+27.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.5% | -3.4% |
| 7D | -14.7% | -12.1% | -2.6% | -16.8% |
| 30D | -32.9% | +0.9% | -33.8% | -32.2% |
| 3M | -22.2% | +10.1% | -32.3% | -19.8% |
| 6M | +25.9% | +1.1% | +24.8% | +28.8% |
| YTD | +107.9% | +63.7% | +44.3% | +137.2% |
| 1Y | +115.0% | +87.0% | +28.0% | +160.5% |
| All | +115.0% | +87.5% | +27.6% | +160.5% |
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