+33.9%
UL vs PFGC
+82.7%
-48.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -1.7% | +1.5% | -3.2% | -2.0% |
| 30D | +4.5% | +17.4% | -12.9% | +1.6% |
| 3M | +5.5% | -2.4% | +7.9% | +5.4% |
| 6M | +17.0% | +18.2% | -1.2% | +13.8% |
| YTD | +3.2% | +23.7% | -20.5% | -0.6% |
| 1Y | -1.9% | +15.0% | -16.8% | -4.8% |
| All | +33.9% | +82.7% | -48.7% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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