-17.4%
PCG vs UMAC
+214.8%
-232.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.6% | +7.3% | +0.8% |
| 7D | -0.5% | -13.9% | +13.4% | -0.3% |
| 30D | +0.8% | -39.6% | +40.3% | +1.2% |
| 3M | -22.0% | -53.6% | +31.6% | -21.5% |
| 6M | -17.1% | -6.2% | -10.9% | -17.5% |
| YTD | -16.9% | -1.2% | -15.7% | -17.6% |
| 1Y | -19.1% | +9.7% | -28.7% | -20.0% |
| All | -17.4% | +214.8% | -232.1% | -22.7% |
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