+115.0%
UMC vs PSA
+28.0%
+87.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -1.1% |
| 7D | -14.7% | +10.5% | -25.2% | -11.7% |
| 30D | -32.9% | +21.7% | -54.6% | -28.7% |
| 3M | -22.2% | +6.1% | -28.2% | -20.2% |
| 6M | +25.9% | +18.3% | +7.6% | +28.7% |
| YTD | +107.9% | +36.1% | +71.9% | +109.9% |
| 1Y | +115.0% | +29.3% | +85.7% | +119.8% |
| All | +115.0% | +28.0% | +87.0% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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