-20.0%
PPG vs UMAC
+488.3%
-508.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -1.9% |
| 7D | -5.1% | -4.0% | -1.1% | -5.1% |
| 30D | -9.6% | -9.4% | -0.2% | -9.5% |
| 3M | -6.4% | +3.0% | -9.4% | -6.8% |
| 6M | +0.5% | +27.2% | -26.7% | -0.8% |
| YTD | +4.4% | +84.7% | -80.3% | +2.0% |
| 1Y | -0.9% | +136.5% | -137.4% | -4.0% |
| All | -20.0% | +488.3% | -508.2% | -25.4% |
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