+96.5%
PSX vs UMAC
+508.0%
-411.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.0% | +0.7% |
| 7D | +1.8% | +3.3% | -1.4% | +1.8% |
| 30D | +21.6% | -10.4% | +32.0% | +21.7% |
| 3M | +46.5% | +1.8% | +44.7% | +46.2% |
| 6M | +62.0% | +40.7% | +21.3% | +60.4% |
| YTD | +106.3% | +90.9% | +15.4% | +103.2% |
| 1Y | +103.0% | +151.8% | -48.8% | +99.0% |
| All | +96.5% | +508.0% | -411.5% | +91.1% |
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