-77.4%
PLTD vs UMAC
+49.8%
-127.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +13.3% | -18.8% | -3.0% |
| 7D | +4.2% | -5.5% | +9.8% | +4.4% |
| 30D | +20.8% | -35.3% | +56.1% | +13.9% |
| 3M | -2.6% | -48.4% | +45.8% | -10.6% |
| 6M | -33.1% | +0.4% | -33.5% | -25.1% |
| YTD | -20.0% | +5.8% | -25.8% | -4.0% |
| 1Y | -21.6% | +27.3% | -48.9% | -0.5% |
| All | -77.4% | +49.8% | -127.2% | -63.4% |
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