-5.1%
PCG vs UMAC
+164.0%
-169.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +2.4% |
| 7D | -13.9% | -0.9% | -12.9% | -13.9% |
| 30D | -16.9% | -7.7% | -9.2% | -16.8% |
| 3M | -14.7% | -26.4% | +11.7% | -14.6% |
| 6M | -23.8% | +61.9% | -85.7% | -22.5% |
| YTD | -10.5% | +86.5% | -97.0% | -8.8% |
| 1Y | -5.1% | +156.3% | -161.4% | +0.3% |
| All | -5.1% | +164.0% | -169.1% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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