+11.6%
PLTR vs UMAC
+164.0%
-152.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -3.9% |
| 7D | -6.4% | -0.9% | -5.5% | -6.3% |
| 30D | +10.0% | -7.7% | +17.7% | +10.1% |
| 3M | +23.0% | -26.4% | +49.5% | +26.2% |
| 6M | +13.8% | +61.9% | -48.1% | -4.7% |
| YTD | -1.9% | +86.5% | -88.4% | -21.4% |
| 1Y | +11.6% | +156.3% | -144.7% | -11.6% |
| All | +11.6% | +164.0% | -152.4% | -11.6% |
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