+6.6%
PCAR vs UMAC
+214.8%
-208.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.6% | +6.8% | +0.3% |
| 7D | +3.8% | -13.9% | +17.7% | +4.1% |
| 30D | -2.0% | -39.6% | +37.6% | -1.0% |
| 3M | -19.1% | -53.6% | +34.5% | -18.0% |
| 6M | -6.8% | -6.2% | -0.6% | -7.6% |
| YTD | -2.5% | -1.2% | -1.3% | -3.9% |
| 1Y | +9.7% | +9.7% | 0.0% | +7.6% |
| All | +6.6% | +214.8% | -208.1% | -3.0% |
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