-42.5%
PDD vs UMAC
+9.5%
-52.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.6% | +5.2% | -1.4% |
| 7D | -1.0% | -13.9% | +12.9% | -0.9% |
| 30D | -2.4% | -39.6% | +37.2% | -2.1% |
| 3M | -14.6% | -53.6% | +39.0% | -14.3% |
| 6M | -19.6% | -6.2% | -13.4% | -21.3% |
| YTD | -30.0% | -1.2% | -28.8% | -33.9% |
| 1Y | -42.5% | +9.7% | -52.2% | -47.4% |
| All | -42.5% | +9.5% | -52.0% | -47.4% |
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