+25.1%
PLD vs UMAC
+141.5%
-116.4%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.4% | -2.1% |
| 7D | -0.7% | +3.3% | -4.0% | -0.6% |
| 30D | -2.2% | -10.4% | +8.2% | -2.3% |
| 3M | -7.4% | +1.8% | -9.1% | -7.1% |
| 6M | +1.9% | +40.7% | -38.8% | +2.1% |
| YTD | +7.9% | +90.9% | -83.0% | +8.1% |
| 1Y | +25.1% | +151.8% | -126.7% | +26.3% |
| All | +25.1% | +141.5% | -116.4% | +26.3% |
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 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