+328.3%
PAAS vs UMAC
+549.5%
-221.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.3% | -10.0% | -1.1% |
| 7D | +2.0% | +14.7% | -12.7% | +1.3% |
| 30D | -0.1% | -0.5% | +0.4% | -0.4% |
| 3M | +8.2% | +0.5% | +7.7% | +7.2% |
| 6M | -13.8% | +57.9% | -71.7% | -16.9% |
| YTD | -0.6% | +103.9% | -104.6% | -5.2% |
| 1Y | +44.0% | +159.3% | -115.3% | +36.1% |
| All | +328.3% | +549.5% | -221.2% | +297.4% |
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 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