-15.0%
PCG vs UMC
+178.4%
-193.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.9% | -7.9% | -1.9% |
| 7D | -2.2% | +0.1% | -2.4% | -2.5% |
| 30D | -0.5% | -28.7% | +28.2% | +3.6% |
| 3M | -24.0% | -15.1% | -8.9% | -22.9% |
| 6M | -18.6% | +5.0% | -23.6% | -21.1% |
| YTD | -17.7% | +108.2% | -125.9% | -28.1% |
| 1Y | -20.0% | +121.7% | -141.7% | -30.8% |
| 3Y | -20.2% | +139.8% | -160.0% | -32.7% |
| 5Y | +8.4% | +85.1% | -76.7% | -6.9% |
| 10Y | -76.4% | +1,341.4% | -1,417.8% | -85.8% |
| All | -15.0% | +178.4% | -193.4% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling