+46.3%
PPL vs UMAC
+494.0%
-447.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | 0.0% |
| 7D | +2.7% | -0.9% | +3.6% | +2.7% |
| 30D | +0.5% | -7.7% | +8.1% | +0.5% |
| 3M | +0.7% | -26.4% | +27.1% | +0.8% |
| 6M | -7.6% | +61.9% | -69.5% | -8.1% |
| YTD | +1.8% | +86.5% | -84.7% | +1.1% |
| 1Y | -0.8% | +156.3% | -157.1% | -1.8% |
| All | +46.3% | +494.0% | -447.7% | +40.6% |
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