-49.9%
PINS vs UMAC
+141.5%
-191.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -6.4% | -2.8% | -8.9% |
| 7D | -13.9% | +3.3% | -17.1% | -14.0% |
| 30D | -25.0% | -10.4% | -14.6% | -24.7% |
| 3M | -16.6% | +1.8% | -18.4% | -17.0% |
| 6M | -7.0% | +40.7% | -47.7% | -10.8% |
| YTD | -29.4% | +90.9% | -120.3% | -34.8% |
| 1Y | -49.9% | +151.8% | -201.7% | -53.7% |
| All | -49.9% | +141.5% | -191.4% | -53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling