-27.6%
PTC vs UMAC
+473.8%
-501.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.6% |
| 7D | -7.3% | -3.4% | -3.9% | -7.2% |
| 30D | -11.6% | -15.1% | +3.5% | -11.6% |
| 3M | +10.5% | -10.8% | +21.2% | +10.4% |
| 6M | -17.8% | +15.7% | -33.5% | -18.5% |
| YTD | -24.9% | +80.1% | -105.1% | -26.2% |
| 1Y | -36.8% | +116.7% | -153.5% | -38.3% |
| All | -27.6% | +473.8% | -501.4% | -30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling