+36.3%
PFGC vs UMAC
+494.0%
-457.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.5% |
| 7D | -2.2% | -0.9% | -1.3% | -2.2% |
| 30D | -11.9% | -7.7% | -4.3% | -11.9% |
| 3M | +5.0% | -26.4% | +31.4% | +5.3% |
| 6M | +8.6% | +61.9% | -53.3% | +6.1% |
| YTD | +9.7% | +86.5% | -76.8% | +6.6% |
| 1Y | -6.3% | +156.3% | -162.6% | -9.9% |
| All | +36.3% | +494.0% | -457.7% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling