-46.8%
PINS vs UMAC
+237.0%
-283.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +13.3% | -12.7% | +0.3% |
| 7D | -6.2% | -5.5% | -0.6% | -6.1% |
| 30D | -10.9% | -35.3% | +24.4% | -10.3% |
| 3M | -19.5% | -48.4% | +28.9% | -18.7% |
| 6M | -10.4% | +0.4% | -10.8% | -10.8% |
| YTD | -26.4% | +5.8% | -32.2% | -27.1% |
| 1Y | -29.6% | +27.3% | -56.9% | -30.5% |
| All | -46.8% | +237.0% | -283.8% | -45.6% |
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