+20.6%
UL vs PFGC
+111.7%
-91.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -3.2% | -3.7% | +0.5% | -2.5% |
| 30D | -0.6% | -16.0% | +15.4% | +2.6% |
| 3M | +9.4% | -4.1% | +13.6% | +10.2% |
| 6M | -4.1% | +8.7% | -12.8% | -5.7% |
| YTD | -2.0% | +6.4% | -8.3% | -3.5% |
| 1Y | -9.0% | -8.4% | -0.6% | -8.1% |
| 3Y | +21.8% | +61.8% | -39.9% | +8.9% |
| 5Y | +20.6% | +108.7% | -88.1% | +0.3% |
| All | +20.6% | +111.7% | -91.1% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling