+50.4%
PPL vs UMAC
+197.5%
-147.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.8% | -11.4% | -0.6% |
| 7D | +0.4% | -23.4% | +23.8% | +0.5% |
| 30D | +5.4% | -45.6% | +51.1% | +5.6% |
| 3M | +4.3% | -50.9% | +55.2% | +4.5% |
| 6M | -1.3% | -16.5% | +15.2% | -1.6% |
| YTD | +4.7% | -6.6% | +11.3% | +4.2% |
| 1Y | +1.3% | +10.7% | -9.4% | +0.6% |
| All | +50.4% | +197.5% | -147.1% | +44.9% |
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