-77.0%
PLTD vs UMAC
+188.7%
-265.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.3% | -7.0% | +4.0% |
| 7D | +4.5% | +14.7% | -10.2% | +7.3% |
| 30D | -0.7% | -0.5% | -0.3% | +0.2% |
| 3M | -31.0% | +0.5% | -31.6% | -27.7% |
| 6M | -24.8% | +57.9% | -82.8% | -8.4% |
| YTD | -18.6% | +103.9% | -122.5% | +7.6% |
| 1Y | -31.8% | +159.3% | -191.1% | -1.5% |
| All | -77.0% | +188.7% | -265.7% | -59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling