+146.3%
UMC vs PAAS
+1,420.0%
-1,273.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.9% | +4.6% | +7.1% |
| 7D | -9.2% | +8.8% | -18.0% | -10.2% |
| 30D | -35.1% | -8.5% | -26.7% | -34.3% |
| 3M | -20.5% | -17.0% | -3.4% | -18.6% |
| 6M | -1.7% | -27.9% | +26.2% | +2.1% |
| YTD | +92.8% | -17.5% | +110.2% | +95.6% |
| 1Y | +104.5% | +22.8% | +81.6% | +96.3% |
| 3Y | +129.8% | +224.2% | -94.4% | +89.2% |
| 5Y | +74.0% | +73.6% | +0.4% | +52.2% |
| 10Y | +1,198.4% | +186.4% | +1,012.1% | +883.8% |
| All | +146.3% | +1,420.0% | -1,273.7% | +152.7% |
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