+94.7%
PSX vs UMAC
+488.3%
-393.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.8% |
| 7D | +1.5% | -4.0% | +5.5% | +1.5% |
| 30D | +15.8% | -9.4% | +25.2% | +15.8% |
| 3M | +43.0% | +3.0% | +40.0% | +42.7% |
| 6M | +61.1% | +27.2% | +33.9% | +59.7% |
| YTD | +104.5% | +84.7% | +19.8% | +101.5% |
| 1Y | +102.5% | +136.5% | -34.0% | +98.7% |
| All | +94.7% | +488.3% | -393.5% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling