-19.1%
PCG vs UMC
+106.0%
-125.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.7% |
| 7D | -0.5% | -8.3% | +7.8% | -0.5% |
| 30D | +0.8% | -34.5% | +35.3% | +0.7% |
| 3M | -22.0% | -20.0% | -2.1% | -21.8% |
| 6M | -17.1% | -0.7% | -16.3% | -17.2% |
| YTD | -16.9% | +94.7% | -111.6% | -10.5% |
| 1Y | -19.1% | +106.0% | -125.0% | -11.7% |
| All | -19.1% | +106.0% | -125.0% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling