-20.7%
PCOR vs UMAC
+168.1%
-188.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +9.3% | -12.5% | -3.3% |
| 7D | -6.9% | +14.7% | -21.6% | -7.1% |
| 30D | -1.5% | -0.5% | -1.0% | -1.7% |
| 3M | +18.5% | +0.5% | +18.0% | +18.2% |
| 6M | -4.7% | +57.9% | -62.6% | -6.4% |
| YTD | -22.8% | +103.9% | -126.7% | -25.2% |
| 1Y | -20.7% | +159.3% | -180.0% | -22.6% |
| All | -20.7% | +168.1% | -188.8% | -22.6% |
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