-76.9%
PLTD vs UMAC
+170.2%
-247.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | -0.8% |
| 7D | -0.9% | +3.3% | -4.2% | -0.2% |
| 30D | +1.3% | -10.4% | +11.7% | +0.4% |
| 3M | -32.9% | +1.8% | -34.6% | -29.5% |
| 6M | -24.9% | +40.7% | -65.6% | -10.4% |
| YTD | -18.2% | +90.9% | -109.1% | +6.8% |
| 1Y | -28.7% | +151.8% | -180.5% | +2.5% |
| All | -76.9% | +170.2% | -247.2% | -59.3% |
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