-17.8%
PSKY vs UMAC
+488.3%
-506.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +1.6% |
| 7D | -6.0% | -4.0% | -2.0% | -5.9% |
| 30D | +10.7% | -9.4% | +20.1% | +10.7% |
| 3M | +1.2% | +3.0% | -1.8% | +1.0% |
| 6M | +1.5% | +27.2% | -25.7% | +1.1% |
| YTD | -21.8% | +84.7% | -106.5% | -22.3% |
| 1Y | -30.2% | +136.5% | -166.6% | -30.6% |
| All | -17.8% | +488.3% | -506.1% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling