+115.0%
UMC vs PSLV
+7.9%
+107.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.0% | -8.1% | -3.2% |
| 7D | -14.7% | -2.6% | -12.0% | -14.2% |
| 30D | -32.9% | -14.2% | -18.7% | -31.0% |
| 3M | -22.2% | -12.2% | -9.9% | -20.5% |
| 6M | +25.9% | -28.1% | +54.0% | +31.5% |
| YTD | +107.9% | -28.2% | +136.1% | +114.4% |
| 1Y | +115.0% | +9.1% | +105.9% | +96.9% |
| All | +115.0% | +7.9% | +107.2% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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