-76.5%
PCG vs UMC
+1,304.8%
-1,381.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | -2.0% | +17.8% | -19.8% | -3.5% |
| 30D | -2.7% | -29.6% | +26.9% | +0.2% |
| 3M | -25.1% | -18.4% | -6.7% | -24.0% |
| 6M | -22.3% | -0.1% | -22.2% | -23.9% |
| YTD | -18.5% | +104.0% | -122.5% | -26.9% |
| 1Y | -21.8% | +121.5% | -143.3% | -30.6% |
| 3Y | -21.0% | +135.0% | -156.0% | -31.4% |
| 5Y | +8.1% | +83.0% | -74.9% | -5.5% |
| All | -76.5% | +1,304.8% | -1,381.3% | -84.8% |
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