+7.9%
UMAC vs PSLV
+7.9%
0.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +6.0% | -16.9% | -14.1% |
| 7D | -26.0% | -2.6% | -23.4% | -25.2% |
| 30D | -40.3% | -14.2% | -26.2% | -35.2% |
| 3M | -51.1% | -12.2% | -38.9% | -47.9% |
| 6M | -5.6% | -28.1% | +22.4% | +11.5% |
| YTD | +2.3% | -28.2% | +30.5% | +13.6% |
| 1Y | +7.9% | +9.1% | -1.3% | -23.6% |
| All | +7.9% | +7.9% | 0.0% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling