+344.2%
PAAS vs UMAC
+508.0%
-163.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.4% | +10.1% | +4.0% |
| 7D | +2.6% | +3.3% | -0.6% | +2.4% |
| 30D | +2.5% | -10.4% | +12.9% | +2.6% |
| 3M | +15.1% | +1.8% | +13.3% | +14.0% |
| 6M | -12.1% | +40.7% | -52.8% | -14.8% |
| YTD | +3.1% | +90.9% | -87.8% | -1.3% |
| 1Y | +50.8% | +151.8% | -100.9% | +42.9% |
| All | +344.2% | +508.0% | -163.8% | +313.4% |
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