-0.2%
PG vs UMAC
+473.8%
-474.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.6% |
| 7D | -0.8% | -3.4% | +2.6% | -0.8% |
| 30D | +0.8% | -15.1% | +15.9% | +0.8% |
| 3M | -1.3% | -10.8% | +9.4% | -1.2% |
| 6M | -3.8% | +15.7% | -19.5% | -3.6% |
| YTD | +3.6% | +80.1% | -76.5% | +3.8% |
| 1Y | -5.7% | +116.7% | -122.4% | -5.6% |
| All | -0.2% | +473.8% | -474.0% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling