+7.9%
UMAC vs PTEN
+79.8%
-72.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -9.4% | -1.5% | -8.5% |
| 7D | -26.0% | -15.5% | -10.6% | -22.8% |
| 30D | -40.3% | -7.8% | -32.5% | -39.0% |
| 3M | -51.1% | +6.4% | -57.5% | -51.8% |
| 6M | -5.6% | -11.9% | +6.2% | -1.4% |
| YTD | +2.3% | +79.4% | -77.1% | -43.0% |
| 1Y | +7.9% | +84.9% | -77.1% | -43.0% |
| All | +7.9% | +79.8% | -72.0% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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