+8.5%
PTC vs UMAC
+216.2%
-207.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +0.5% | -2.9% | +3.4% | +0.5% |
| 30D | +0.9% | -35.6% | +36.5% | +1.0% |
| 3M | +30.4% | -51.3% | +81.7% | +30.7% |
| 6M | +34.4% | -17.5% | +52.0% | +33.3% |
| YTD | +12.6% | -0.7% | +13.3% | +10.8% |
| 1Y | +10.2% | +16.5% | -6.3% | +8.0% |
| All | +8.5% | +216.2% | -207.7% | +5.0% |
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