-31.8%
PNR vs UMAC
+2.9%
-34.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -10.9% | +14.2% | +3.2% |
| 7D | +11.9% | -26.0% | +37.9% | +11.7% |
| 30D | +37.1% | -40.3% | +77.5% | +36.7% |
| 3M | +5.7% | -51.1% | +56.8% | +5.4% |
| 6M | -5.7% | -5.6% | 0.0% | -5.8% |
| YTD | -29.8% | +2.3% | -32.1% | -30.7% |
| 1Y | -31.8% | +7.9% | -39.7% | -33.0% |
| All | -31.8% | +2.9% | -34.7% | -33.0% |
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 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