+108.2%
UMC vs PR
+64.2%
+43.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.2% |
| 7D | -17.0% | -16.4% | -0.6% | -14.9% |
| 30D | -40.6% | -1.9% | -38.7% | -40.4% |
| 3M | -27.9% | +8.0% | -35.8% | -28.9% |
| 6M | -7.5% | +4.1% | -11.6% | -8.4% |
| YTD | +79.3% | +58.7% | +20.6% | +60.3% |
| 1Y | +92.8% | +75.8% | +17.0% | +67.7% |
| 3Y | +108.2% | +73.2% | +35.0% | +75.8% |
| All | +108.2% | +64.2% | +43.9% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling