+1,159.6%
UMC vs PR
+152.2%
+1,007.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -8.3% | -9.5% | +1.2% | -7.5% |
| 30D | -34.5% | -5.7% | -28.8% | -34.2% |
| 3M | -20.0% | +3.0% | -22.9% | -20.2% |
| 6M | -0.7% | +11.8% | -12.6% | -2.0% |
| YTD | +94.7% | +58.5% | +36.2% | +86.1% |
| 1Y | +106.0% | +69.9% | +36.1% | +95.6% |
| 3Y | +124.3% | +84.9% | +39.4% | +109.9% |
| 5Y | +78.0% | +246.4% | -168.5% | +56.2% |
| 10Y | +1,225.9% | +70.3% | +1,155.6% | +1,031.7% |
| All | +1,159.6% | +152.2% | +1,007.4% | +1,126.3% |
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