+53.6%
PFGC vs UMAC
+182.0%
-128.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.2% |
| 7D | +3.4% | -5.2% | +8.6% | +3.5% |
| 30D | +16.9% | -36.4% | +53.3% | +17.7% |
| 3M | +6.4% | -58.6% | +65.0% | +7.8% |
| 6M | +16.0% | -24.6% | +40.7% | +15.0% |
| YTD | +23.6% | -11.5% | +35.1% | +21.5% |
| 1Y | +16.6% | +16.9% | -0.3% | +13.8% |
| All | +53.6% | +182.0% | -128.4% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling