+69.6%
PBR vs UMAC
+164.0%
-94.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.9% |
| 7D | +8.6% | -0.9% | +9.5% | +8.6% |
| 30D | +12.8% | -7.7% | +20.5% | +12.7% |
| 3M | +14.7% | -26.4% | +41.1% | +15.0% |
| 6M | +25.2% | +61.9% | -36.7% | +21.7% |
| YTD | +77.1% | +86.5% | -9.4% | +70.6% |
| 1Y | +69.6% | +156.3% | -86.7% | +69.4% |
| All | +69.6% | +164.0% | -94.4% | +69.4% |
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 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