+764.7%
UL vs PFG
+1,008.7%
-244.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +2.6% | +3.0% | -0.4% | +2.0% |
| 30D | +6.8% | +8.2% | -1.4% | +5.1% |
| 3M | +5.7% | +2.7% | +3.1% | +5.0% |
| 6M | +15.9% | +17.2% | -1.3% | +12.2% |
| YTD | +4.3% | +34.8% | -30.5% | -1.8% |
| 1Y | -0.4% | +43.6% | -44.0% | -7.4% |
| 3Y | +35.0% | +85.4% | -50.5% | +17.9% |
| 5Y | +31.6% | +102.2% | -70.6% | +11.6% |
| 10Y | +104.6% | +190.2% | -85.6% | +52.7% |
| All | +764.7% | +1,008.7% | -244.0% | +338.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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