+7.9%
PLD vs UMAC
+182.0%
-174.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.2% |
| 7D | +1.3% | -5.2% | +6.6% | +1.4% |
| 30D | -1.4% | -36.4% | +35.0% | -0.7% |
| 3M | -8.2% | -58.6% | +50.4% | -6.9% |
| 6M | -8.0% | -24.6% | +16.6% | -8.5% |
| YTD | +3.2% | -11.5% | +14.6% | +1.5% |
| 1Y | +7.0% | +16.9% | -9.9% | +4.3% |
| All | +7.9% | +182.0% | -174.1% | -2.3% |
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