+33.8%
PFGC vs UMAC
+549.5%
-515.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.3% | -11.2% | -2.0% |
| 7D | -2.4% | +14.7% | -17.1% | -2.7% |
| 30D | -15.8% | -0.5% | -15.3% | -15.8% |
| 3M | -0.6% | +0.5% | -1.1% | -0.9% |
| 6M | +10.7% | +57.9% | -47.3% | +8.2% |
| YTD | +7.6% | +103.9% | -96.3% | +4.4% |
| 1Y | -7.8% | +159.3% | -167.1% | -11.4% |
| All | +33.8% | +549.5% | -515.7% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded UMAC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling