+558.4%
PLTR vs UMAC
+488.3%
+70.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.1% | -1.8% |
| 7D | -9.1% | -4.0% | -5.1% | -8.8% |
| 30D | -5.2% | -9.4% | +4.2% | -5.0% |
| 3M | +27.4% | +3.0% | +24.4% | +25.4% |
| 6M | +9.7% | +27.2% | -17.4% | +3.4% |
| YTD | -6.7% | +84.7% | -91.4% | -15.2% |
| 1Y | -0.5% | +136.5% | -137.0% | -12.1% |
| All | +558.4% | +488.3% | +70.2% | +426.5% |
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