+55.5%
PBF vs UMAC
+494.0%
-438.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | -1.2% |
| 7D | +4.3% | -0.9% | +5.2% | +4.3% |
| 30D | +22.0% | -7.7% | +29.6% | +22.0% |
| 3M | +74.5% | -26.4% | +100.9% | +74.9% |
| 6M | +67.7% | +61.9% | +5.8% | +62.9% |
| YTD | +179.2% | +86.5% | +92.7% | +169.1% |
| 1Y | +170.0% | +156.3% | +13.7% | +156.7% |
| All | +55.5% | +494.0% | -438.5% | +38.7% |
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