+255.7%
PAAS vs UMAC
+237.0%
+18.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +13.3% | -10.4% | +2.2% |
| 7D | +8.8% | -5.5% | +14.4% | +8.9% |
| 30D | -8.5% | -35.3% | +26.8% | -6.7% |
| 3M | -17.0% | -48.4% | +31.4% | -14.8% |
| 6M | -27.9% | +0.4% | -28.3% | -28.7% |
| YTD | -17.5% | +5.8% | -23.3% | -18.9% |
| 1Y | +22.8% | +27.3% | -4.5% | +19.9% |
| All | +255.7% | +237.0% | +18.7% | +240.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling