-37.2%
PNR vs UMAC
+31.5%
-68.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.5% | -1.9% |
| 7D | -3.9% | +3.3% | -7.1% | -3.9% |
| 30D | -13.8% | -10.4% | -3.4% | -13.7% |
| 3M | -22.5% | +1.8% | -24.3% | -22.3% |
| 6M | -37.2% | +40.7% | -77.9% | -37.5% |
| All | -37.2% | +31.5% | -68.6% | -37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling