+87.9%
PH vs UMAC
+182.0%
-94.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.1% |
| 7D | +4.3% | -5.2% | +9.6% | +4.5% |
| 30D | +0.1% | -36.4% | +36.5% | +1.1% |
| 3M | -9.4% | -58.6% | +49.2% | -7.9% |
| 6M | +8.8% | -24.6% | +33.4% | +8.3% |
| YTD | +9.6% | -11.5% | +21.1% | +8.0% |
| 1Y | +14.4% | +16.9% | -2.4% | +11.7% |
| All | +87.9% | +182.0% | -94.1% | +77.9% |
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