+70.4%
PBR vs UMAC
+473.8%
-403.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.6% | -0.8% |
| 7D | +5.4% | -3.4% | +8.8% | +5.4% |
| 30D | +22.9% | -15.1% | +38.0% | +23.0% |
| 3M | +19.6% | -10.8% | +30.4% | +19.5% |
| 6M | +16.5% | +15.7% | +0.8% | +15.3% |
| YTD | +86.7% | +80.1% | +6.5% | +83.4% |
| 1Y | +74.7% | +116.7% | -42.0% | +71.0% |
| All | +70.4% | +473.8% | -403.4% | +67.9% |
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