+511.1%
PL vs UMAC
+182.0%
+329.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | 0.0% |
| 7D | +10.0% | -5.2% | +15.2% | +11.0% |
| 30D | -2.3% | -36.4% | +34.1% | +4.5% |
| 3M | -44.2% | -58.6% | +14.4% | -37.2% |
| 6M | -66.1% | -24.6% | -41.5% | -65.1% |
| YTD | -30.0% | -11.5% | -18.5% | -30.2% |
| 1Y | +21.0% | +16.9% | +4.1% | +17.0% |
| All | +511.1% | +182.0% | +329.1% | +387.7% |
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 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