+1,639.5%
UMC vs PR
+169.5%
+1,470.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.7% |
| 7D | +5.0% | +2.9% | +2.0% | +4.7% |
| 30D | +7.7% | +18.0% | -10.4% | +6.1% |
| 3M | +1.7% | +16.9% | -15.2% | +0.2% |
| 6M | +113.9% | +28.2% | +85.7% | +108.6% |
| YTD | +168.9% | +69.3% | +99.6% | +155.7% |
| 1Y | +207.2% | +69.5% | +137.7% | +191.8% |
| 3Y | +227.7% | +81.7% | +146.0% | +207.0% |
| 5Y | +118.0% | +422.2% | -304.2% | +86.1% |
| 10Y | +1,682.1% | +110.4% | +1,571.8% | +1,470.9% |
| All | +1,639.5% | +169.5% | +1,470.0% | +1,585.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling