+2.5%
PCOR vs UMAC
+197.5%
-195.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.2% | -0.6% |
| 7D | +22.7% | -23.4% | +46.1% | +23.3% |
| 30D | +37.5% | -45.6% | +83.1% | +39.3% |
| 3M | +35.2% | -50.9% | +86.1% | +37.0% |
| 6M | +42.2% | -16.5% | +58.8% | +40.5% |
| YTD | +3.6% | -6.6% | +10.2% | +1.1% |
| 1Y | -4.8% | +10.7% | -15.5% | -7.8% |
| All | +2.5% | +197.5% | -195.0% | -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 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