+5.0%
PCOR vs UMAC
+195.7%
-190.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.2% |
| 7D | +2.2% | +10.1% | -8.0% | +1.9% |
| 30D | +37.4% | -39.1% | +76.6% | +38.9% |
| 3M | +33.2% | -56.2% | +89.4% | +35.4% |
| 6M | +60.6% | -16.2% | +76.8% | +58.7% |
| YTD | +6.2% | -7.1% | +13.3% | +3.7% |
| 1Y | -1.1% | +10.3% | -11.3% | -4.2% |
| All | +5.0% | +195.7% | -190.7% | -7.1% |
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