+68.2%
PBR vs UMAC
+508.0%
-439.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +6.9% | +0.6% |
| 7D | +0.3% | +3.3% | -2.9% | +0.3% |
| 30D | +17.5% | -10.4% | +27.9% | +17.6% |
| 3M | +20.9% | +1.8% | +19.1% | +20.5% |
| 6M | +20.2% | +40.7% | -20.5% | +18.8% |
| YTD | +84.3% | +90.9% | -6.6% | +81.0% |
| 1Y | +77.1% | +151.8% | -74.7% | +73.1% |
| All | +68.2% | +508.0% | -439.8% | +65.7% |
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