+108.0%
UL vs PFGC
+478.7%
-370.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | -2.5% | +0.3% | -2.7% | -2.5% |
| 30D | +5.7% | +16.1% | -10.5% | +3.6% |
| 3M | +7.0% | +2.4% | +4.6% | +6.5% |
| 6M | +16.1% | +15.7% | +0.4% | +13.8% |
| YTD | +3.6% | +22.3% | -18.7% | +0.6% |
| 1Y | -1.4% | +13.9% | -15.2% | -3.4% |
| 3Y | +34.1% | +80.3% | -46.2% | +23.3% |
| 5Y | +32.0% | +136.1% | -104.1% | +16.4% |
| 10Y | +104.7% | +347.9% | -243.2% | +59.2% |
| All | +108.0% | +478.7% | -370.7% | +53.8% |
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