-7.8%
PCG vs UMAC
+549.5%
-557.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.3% | -5.7% | +3.5% |
| 7D | +5.4% | +14.7% | -9.3% | +5.3% |
| 30D | -15.1% | -0.5% | -14.6% | -15.2% |
| 3M | -9.8% | +0.5% | -10.3% | -9.9% |
| 6M | -18.0% | +57.9% | -75.9% | -18.9% |
| YTD | -7.2% | +103.9% | -111.2% | -8.7% |
| 1Y | +2.9% | +159.3% | -156.4% | +0.5% |
| All | -7.8% | +549.5% | -557.3% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling