-26.3%
PTC vs UMAC
+549.5%
-575.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +9.3% | -14.8% | -5.6% |
| 7D | -12.8% | +14.7% | -27.5% | -12.9% |
| 30D | -9.8% | -0.5% | -9.3% | -9.8% |
| 3M | -2.1% | +0.5% | -2.6% | -2.2% |
| 6M | -18.1% | +57.9% | -76.0% | -19.1% |
| YTD | -23.5% | +103.9% | -127.4% | -24.9% |
| 1Y | -37.4% | +159.3% | -196.6% | -38.9% |
| All | -26.3% | +549.5% | -575.8% | -28.8% |
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