-3.1%
PAAS vs UMAC
+8.8%
-11.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.1% | +0.1% |
| 7D | -8.9% | -5.2% | -3.7% | -8.2% |
| 30D | -11.4% | -36.4% | +25.0% | -6.2% |
| 3M | -20.4% | -58.6% | +38.1% | -11.8% |
| 6M | -40.7% | -24.6% | -16.0% | -42.2% |
| YTD | -26.9% | -11.5% | -15.5% | -33.9% |
| 1Y | -3.1% | +16.9% | -20.0% | -17.3% |
| All | -3.1% | +8.8% | -11.8% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling