+44.0%
PPL vs UMAC
+508.0%
-464.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.9% | -1.5% |
| 7D | 0.0% | +3.3% | -3.2% | 0.0% |
| 30D | -1.3% | -10.4% | +9.1% | -1.2% |
| 3M | -2.6% | +1.8% | -4.3% | -2.6% |
| 6M | -8.4% | +40.7% | -49.1% | -8.8% |
| YTD | +0.2% | +90.9% | -90.7% | -0.5% |
| 1Y | -0.2% | +151.8% | -152.0% | -1.3% |
| All | +44.0% | +508.0% | -464.0% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling