+144.1%
UMC vs PSLV
+154.2%
-10.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +9.0% | -3.5% | +12.5% | +9.8% |
| 30D | +17.2% | -2.1% | +19.4% | +17.5% |
| 3M | +11.4% | -1.6% | +13.0% | +11.2% |
| 6M | +137.5% | -25.5% | +163.0% | +148.3% |
| YTD | +193.1% | -11.4% | +204.5% | +186.5% |
| 1Y | +240.3% | +48.6% | +191.7% | +190.9% |
| 3Y | +262.2% | +166.9% | +95.3% | +162.6% |
| All | +144.1% | +154.2% | -10.1% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling