-43.8%
PINS vs UMAC
+549.5%
-593.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.3% | -10.6% | -1.4% |
| 7D | -5.2% | +14.7% | -19.9% | -5.5% |
| 30D | -14.9% | -0.5% | -14.5% | -15.0% |
| 3M | -8.4% | +0.5% | -8.9% | -8.6% |
| 6M | +0.6% | +57.9% | -57.3% | -0.8% |
| YTD | -22.2% | +103.9% | -126.1% | -23.7% |
| 1Y | -46.9% | +159.3% | -206.2% | -48.1% |
| All | -43.8% | +549.5% | -593.3% | -43.1% |
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