+253.9%
UMC vs PSA
+21.5%
+232.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +11.4% | -3.6% | +15.0% | +11.7% |
| 30D | +16.8% | -9.4% | +26.2% | +17.8% |
| 3M | +19.1% | -8.2% | +27.3% | +19.5% |
| 6M | +137.4% | -1.8% | +139.3% | +134.6% |
| YTD | +186.4% | +15.7% | +170.6% | +172.7% |
| 1Y | +229.1% | +6.3% | +222.8% | +219.3% |
| All | +253.9% | +21.5% | +232.4% | +213.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling