-75.3%
PCG vs UMC
+1,867.9%
-1,943.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.0% | -8.2% | -4.6% |
| 7D | +6.5% | +13.6% | -7.2% | +5.2% |
| 30D | -16.7% | +20.8% | -37.5% | -18.2% |
| 3M | -14.2% | +16.1% | -30.3% | -16.3% |
| 6M | -21.5% | +137.3% | -158.8% | -29.6% |
| YTD | -11.2% | +193.8% | -204.9% | -22.8% |
| 1Y | -4.2% | +236.1% | -240.3% | -18.2% |
| 3Y | -14.9% | +267.1% | -282.0% | -29.1% |
| 5Y | +54.2% | +145.3% | -91.0% | +31.7% |
| 10Y | -75.3% | +1,857.3% | -1,932.7% | -85.1% |
| All | -75.3% | +1,867.9% | -1,943.2% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling