+61.8%
PCG vs UMC
+139.4%
-77.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.1% | -1.4% | +3.2% |
| 7D | +5.4% | +6.6% | -1.2% | +4.9% |
| 30D | -15.1% | +16.6% | -31.7% | -16.2% |
| 3M | -9.8% | +11.0% | -20.8% | -11.5% |
| 6M | -18.0% | +131.3% | -149.3% | -26.3% |
| YTD | -7.2% | +182.5% | -189.7% | -19.3% |
| 1Y | +2.9% | +222.3% | -219.4% | -12.3% |
| 3Y | -11.1% | +253.0% | -264.1% | -26.9% |
| 5Y | +61.8% | +141.8% | -80.1% | +31.4% |
| All | +61.8% | +139.4% | -77.6% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling