+79.4%
PNC vs UMAC
+488.3%
-408.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.0% |
| 7D | -0.9% | -4.0% | +3.1% | -0.8% |
| 30D | -4.4% | -9.4% | +5.0% | -4.3% |
| 3M | +5.3% | +3.0% | +2.3% | +4.9% |
| 6M | +19.6% | +27.2% | -7.6% | +17.8% |
| YTD | +19.1% | +84.7% | -65.5% | +16.1% |
| 1Y | +24.3% | +136.5% | -112.2% | +20.2% |
| All | +79.4% | +488.3% | -408.9% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling