+83.4%
PH vs UMAC
+488.3%
-404.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -1.5% |
| 7D | -3.1% | -4.0% | +0.9% | -3.1% |
| 30D | -11.8% | -9.4% | -2.4% | -11.7% |
| 3M | +6.9% | +3.0% | +3.9% | +6.4% |
| 6M | -1.3% | +27.2% | -28.5% | -3.0% |
| YTD | +7.0% | +84.7% | -77.7% | +3.8% |
| 1Y | +23.1% | +136.5% | -113.4% | +18.2% |
| All | +83.4% | +488.3% | -404.9% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling