+73.4%
PR vs UMAC
+197.5%
-124.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.8% | -8.9% | +1.7% |
| 7D | -16.4% | -23.4% | +7.0% | -16.0% |
| 30D | -1.9% | -45.6% | +43.7% | -0.8% |
| 3M | +8.0% | -50.9% | +58.8% | +9.1% |
| 6M | +4.1% | -16.5% | +20.7% | +3.0% |
| YTD | +58.7% | -6.6% | +65.3% | +55.4% |
| 1Y | +75.8% | +10.7% | +65.1% | +71.0% |
| All | +73.4% | +197.5% | -124.1% | +62.3% |
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 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