+79.5%
PANW vs UMAC
+473.8%
-394.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.1% | -2.2% |
| 7D | -0.8% | -3.4% | +2.6% | -0.7% |
| 30D | -14.6% | -15.1% | +0.5% | -14.2% |
| 3M | +18.3% | -10.8% | +29.1% | +18.2% |
| 6M | +100.5% | +15.7% | +84.8% | +97.0% |
| YTD | +79.5% | +80.1% | -0.6% | +73.9% |
| 1Y | +66.7% | +116.7% | -50.0% | +60.1% |
| All | +79.5% | +473.8% | -394.2% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling