+12.2%
PCAR vs UMAC
+2.9%
+9.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -10.9% | +14.9% | +4.3% |
| 7D | +3.7% | -26.0% | +29.7% | +4.4% |
| 30D | -2.9% | -40.3% | +37.4% | -1.7% |
| 3M | -21.7% | -51.1% | +29.4% | -20.5% |
| 6M | -6.6% | -5.6% | -1.0% | -7.6% |
| YTD | -2.2% | +2.3% | -4.5% | -4.7% |
| 1Y | +12.2% | +7.9% | +4.4% | +9.4% |
| All | +12.2% | +2.9% | +9.3% | +9.4% |
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