+49.9%
PPL vs UMAC
+182.0%
-132.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +6.0% | +1.3% |
| 7D | -0.4% | -5.2% | +4.8% | -0.4% |
| 30D | +2.6% | -36.4% | +39.0% | +2.8% |
| 3M | +0.8% | -58.6% | +59.4% | +1.0% |
| 6M | +1.4% | -24.6% | +26.1% | +1.2% |
| YTD | +4.3% | -11.5% | +15.8% | +3.8% |
| 1Y | +0.8% | +16.9% | -16.1% | 0.0% |
| All | +49.9% | +182.0% | -132.1% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling