+1.5%
PPL vs UMAC
+168.1%
-166.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.3% | -9.4% | 0.0% |
| 7D | +1.8% | +14.7% | -12.9% | +1.9% |
| 30D | -1.1% | -0.5% | -0.6% | -1.0% |
| 3M | 0.0% | +0.5% | -0.5% | +0.3% |
| 6M | -7.6% | +57.9% | -65.5% | -7.0% |
| YTD | +1.7% | +103.9% | -102.2% | +2.5% |
| 1Y | +1.5% | +159.3% | -157.8% | +2.8% |
| All | +1.5% | +168.1% | -166.6% | +2.8% |
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