-14.5%
PSKY vs UMAC
+549.5%
-564.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.3% | -9.9% | -0.6% |
| 7D | +2.4% | +14.7% | -12.3% | +2.3% |
| 30D | +17.5% | -0.5% | +18.0% | +17.5% |
| 3M | +4.4% | +0.5% | +3.9% | +4.3% |
| 6M | -9.0% | +57.9% | -67.0% | -9.5% |
| YTD | -18.6% | +103.9% | -122.5% | -19.2% |
| 1Y | -27.7% | +159.3% | -187.0% | -28.2% |
| All | -14.5% | +549.5% | -564.0% | -12.7% |
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