+166.0%
UMC vs PAAS
+1,311.6%
-1,145.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.4% | +8.3% | +7.1% |
| 7D | +0.1% | -5.2% | +5.3% | +0.9% |
| 30D | -28.7% | -13.9% | -14.8% | -27.2% |
| 3M | -15.1% | -23.8% | +8.7% | -12.1% |
| 6M | +5.0% | -36.4% | +41.4% | +10.9% |
| YTD | +108.2% | -23.4% | +131.5% | +113.3% |
| 1Y | +121.7% | +5.6% | +116.1% | +117.2% |
| 3Y | +139.8% | +209.7% | -69.9% | +98.6% |
| 5Y | +85.1% | +55.6% | +29.5% | +64.3% |
| 10Y | +1,341.4% | +212.2% | +1,129.1% | +979.1% |
| All | +166.0% | +1,311.6% | -1,145.7% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 all: compounded portfolio wealth divided by compounded PAAS 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…
all analysis · Full analysis span regression · 6 months rolling