+31.5%
UL vs PFGC
+129.7%
-98.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.1% |
| 3M | +5.5% | -2.4% | +7.9% | +5.6% |
| 6M | +17.0% | +18.2% | -1.2% | +13.0% |
| YTD | +3.2% | +23.7% | -20.5% | -1.6% |
| 1Y | -1.9% | +15.0% | -16.8% | -5.2% |
| 3Y | +33.6% | +82.3% | -48.8% | +15.8% |
| 5Y | +31.5% | +131.9% | -100.4% | +7.2% |
| All | +31.5% | +129.7% | -98.2% | +7.2% |
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