+260.9%
UMC vs PSA
+3,260.6%
-2,999.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | +6.6% | -0.4% | +7.0% | +6.8% |
| 30D | +16.6% | -8.2% | +24.7% | +21.1% |
| 3M | +11.0% | -2.1% | +13.2% | +10.7% |
| 6M | +131.3% | -0.2% | +131.5% | +127.9% |
| YTD | +182.5% | +18.5% | +164.0% | +155.6% |
| 1Y | +222.3% | +6.6% | +215.7% | +205.5% |
| 3Y | +253.0% | +24.5% | +228.6% | +202.5% |
| 5Y | +141.8% | +13.6% | +128.3% | +111.1% |
| 10Y | +1,772.2% | +102.0% | +1,670.3% | +1,016.5% |
| All | +260.9% | +3,260.6% | -2,999.7% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling