+240.3%
UMC vs PSKY
-28.3%
+268.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.2% | +2.2% |
| 7D | +9.0% | -2.4% | +11.4% | +9.2% |
| 30D | +17.2% | +11.6% | +5.7% | +16.0% |
| 3M | +11.4% | +1.5% | +9.9% | +11.2% |
| 6M | +137.5% | +7.7% | +129.8% | +136.8% |
| YTD | +193.1% | -20.1% | +213.2% | +196.6% |
| 1Y | +240.3% | -38.3% | +278.6% | +254.6% |
| All | +240.3% | -28.3% | +268.6% | +254.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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