+66.7%
PANW vs UMAC
+129.0%
-62.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.1% | -2.1% |
| 7D | -0.8% | -3.4% | +2.6% | -0.5% |
| 30D | -14.6% | -15.1% | +0.5% | -13.7% |
| 3M | +18.3% | -10.8% | +29.1% | +18.0% |
| 6M | +100.5% | +15.7% | +84.8% | +92.4% |
| YTD | +79.5% | +80.1% | -0.6% | +65.2% |
| 1Y | +66.7% | +116.7% | -50.0% | +50.1% |
| All | +66.7% | +129.0% | -62.3% | +50.1% |
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