+95.2%
PSX vs UMAC
+549.5%
-454.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.3% | -7.8% | +1.5% |
| 7D | +2.8% | +14.7% | -11.9% | +2.7% |
| 30D | +27.8% | -0.5% | +28.3% | +27.7% |
| 3M | +42.0% | +0.5% | +41.5% | +41.8% |
| 6M | +58.1% | +57.9% | +0.2% | +56.4% |
| YTD | +105.0% | +103.9% | +1.1% | +101.8% |
| 1Y | +104.9% | +159.3% | -54.4% | +100.9% |
| All | +95.2% | +549.5% | -454.3% | +89.7% |
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