+0.7%
PL vs UMAC
-1.9%
+2.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +10.8% | -0.4% | +6.9% |
| 7D | -6.8% | -23.4% | +16.5% | +1.1% |
| 30D | -29.3% | -45.6% | +16.3% | -14.9% |
| 3M | -44.8% | -50.9% | +6.1% | -33.3% |
| 6M | -68.4% | -16.5% | -51.8% | -68.5% |
| YTD | -36.4% | -6.6% | -29.8% | -45.8% |
| 1Y | +0.7% | +10.7% | -10.0% | -22.6% |
| All | +0.7% | -1.9% | +2.6% | -22.6% |
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 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