+216.7%
PAAS vs UMAC
+195.7%
+21.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.4% | -3.8% |
| 7D | -7.0% | +10.1% | -17.2% | -7.5% |
| 30D | -15.3% | -39.1% | +23.9% | -13.3% |
| 3M | -27.7% | -56.2% | +28.5% | -25.2% |
| 6M | -40.5% | -16.2% | -24.2% | -40.6% |
| YTD | -26.5% | -7.1% | -19.4% | -27.3% |
| 1Y | -0.8% | +10.3% | -11.0% | -2.4% |
| All | +216.7% | +195.7% | +21.0% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling