+87.3%
PR vs UMAC
+549.5%
-462.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.3% | -8.1% | +1.1% |
| 7D | -0.6% | +14.7% | -15.3% | -0.9% |
| 30D | +17.4% | -0.5% | +17.9% | +17.2% |
| 3M | +21.8% | +0.5% | +21.3% | +21.2% |
| 6M | +27.6% | +57.9% | -30.3% | +24.5% |
| YTD | +71.4% | +103.9% | -32.5% | +65.6% |
| 1Y | +78.3% | +159.3% | -81.0% | +70.2% |
| All | +87.3% | +549.5% | -462.2% | +72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling