-13.8%
PCG vs UMC
+234.1%
-248.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.1% | +2.3% |
| 7D | -13.9% | +5.0% | -18.8% | -13.9% |
| 30D | -16.9% | +7.7% | -24.5% | -17.0% |
| 3M | -14.7% | +1.7% | -16.4% | -15.2% |
| 6M | -23.8% | +113.9% | -137.7% | -27.3% |
| YTD | -10.5% | +168.9% | -179.4% | -16.1% |
| 1Y | -5.1% | +207.2% | -212.3% | -12.3% |
| All | -13.8% | +234.1% | -248.0% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling