-46.6%
PINS vs UMAC
+195.7%
-242.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.5% |
| 7D | -3.4% | +10.1% | -13.5% | -3.6% |
| 30D | -14.5% | -39.1% | +24.6% | -13.9% |
| 3M | -16.5% | -56.2% | +39.7% | -15.5% |
| 6M | -7.0% | -16.2% | +9.2% | -7.1% |
| YTD | -26.1% | -7.1% | -19.0% | -26.7% |
| 1Y | -30.0% | +10.3% | -40.3% | -30.7% |
| All | -46.6% | +195.7% | -242.4% | -45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling