+137.4%
UMC vs PSLV
-28.4%
+165.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.3% | +2.8% | -1.1% |
| 7D | +11.4% | -4.9% | +16.3% | +12.9% |
| 30D | +16.8% | -1.9% | +18.7% | +17.0% |
| 3M | +19.1% | +4.2% | +14.9% | +16.9% |
| 6M | +137.4% | -27.6% | +165.0% | +156.0% |
| All | +137.4% | -28.4% | +165.8% | +156.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling