-47.1%
PINS vs UMAC
+214.8%
-261.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.6% | +6.0% | -0.5% |
| 7D | -6.9% | -13.9% | +7.0% | -6.7% |
| 30D | -11.4% | -39.6% | +28.1% | -10.7% |
| 3M | -22.2% | -53.6% | +31.4% | -21.3% |
| 6M | -10.9% | -6.2% | -4.7% | -11.2% |
| YTD | -26.8% | -1.2% | -25.6% | -27.4% |
| 1Y | -29.8% | +9.7% | -39.5% | -30.6% |
| All | -47.1% | +214.8% | -261.8% | -45.8% |
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