+15.2%
PLD vs UMAC
+549.5%
-534.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.3% | -8.5% | +0.7% |
| 7D | -0.9% | +14.7% | -15.6% | -1.1% |
| 30D | -1.2% | -0.5% | -0.7% | -1.3% |
| 3M | -2.3% | +0.5% | -2.8% | -2.6% |
| 6M | +4.5% | +57.9% | -53.4% | +2.4% |
| YTD | +10.1% | +103.9% | -93.8% | +6.9% |
| 1Y | +25.9% | +159.3% | -133.4% | +20.8% |
| All | +15.2% | +549.5% | -534.3% | +2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling