+87.0%
PR vs UMAC
+2.9%
+84.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -10.9% | +4.3% | -6.6% |
| 7D | -12.1% | -26.0% | +13.9% | -12.3% |
| 30D | +0.9% | -40.3% | +41.2% | +0.5% |
| 3M | +10.1% | -51.1% | +61.3% | +9.5% |
| 6M | +1.1% | -5.6% | +6.8% | +0.2% |
| YTD | +63.7% | +2.3% | +61.4% | +61.4% |
| 1Y | +87.0% | +7.9% | +79.2% | +85.3% |
| All | +87.0% | +2.9% | +84.1% | +85.3% |
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