+102.3%
UL vs PFGC
+419.1%
-316.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | -1.3% | -2.2% | +0.9% | -1.1% |
| 30D | +0.5% | -11.9% | +12.4% | +2.0% |
| 3M | +17.6% | +5.0% | +12.6% | +16.9% |
| 6M | -5.4% | +8.6% | -14.0% | -6.4% |
| YTD | +0.7% | +9.7% | -9.0% | -0.7% |
| 1Y | -9.3% | -6.3% | -3.0% | -8.9% |
| 3Y | +24.5% | +58.2% | -33.7% | +16.5% |
| 5Y | +23.2% | +110.4% | -87.2% | +10.2% |
| 10Y | +64.5% | +272.8% | -208.3% | +31.6% |
| All | +102.3% | +419.1% | -316.8% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling