+222.3%
UMC vs PR
+74.4%
+147.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.8% | +5.2% |
| 7D | +6.6% | -0.6% | +7.2% | +6.5% |
| 30D | +16.6% | +17.4% | -0.8% | +18.9% |
| 3M | +11.0% | +21.8% | -10.7% | +14.7% |
| 6M | +131.3% | +27.6% | +103.7% | +134.9% |
| YTD | +182.5% | +71.4% | +111.1% | +186.5% |
| 1Y | +222.3% | +78.3% | +143.9% | +223.7% |
| All | +222.3% | +74.4% | +147.9% | +223.7% |
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