+77.9%
PR vs UMAC
+216.2%
-138.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.8% |
| 7D | -0.5% | -2.9% | +2.4% | -0.5% |
| 30D | -4.6% | -35.6% | +31.0% | -3.9% |
| 3M | +4.7% | -51.3% | +56.0% | +5.8% |
| 6M | +12.4% | -17.5% | +30.0% | +11.3% |
| YTD | +62.9% | -0.7% | +63.6% | +59.2% |
| 1Y | +70.6% | +16.5% | +54.1% | +65.7% |
| All | +77.9% | +216.2% | -138.3% | +66.3% |
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 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