+1,198.4%
UMC vs PR
+66.7%
+1,131.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.1% | +8.6% | +7.6% |
| 7D | -9.2% | -12.4% | +3.2% | -8.1% |
| 30D | -35.1% | -6.6% | -28.6% | -34.8% |
| 3M | -20.5% | +7.5% | -28.0% | -21.1% |
| 6M | -1.7% | +10.8% | -12.5% | -2.9% |
| YTD | +92.8% | +57.0% | +35.8% | +84.2% |
| 1Y | +104.5% | +67.9% | +36.5% | +94.1% |
| 3Y | +129.8% | +87.6% | +42.3% | +114.5% |
| 5Y | +74.0% | +220.4% | -146.4% | +53.0% |
| 10Y | +1,198.4% | +64.8% | +1,133.6% | +1,013.4% |
| All | +1,198.4% | +66.7% | +1,131.7% | +1,013.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling