+156.3%
UMAC vs PFG
+51.4%
+104.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.5% | -2.6% |
| 7D | -0.9% | +5.5% | -6.4% | -2.3% |
| 30D | -7.7% | +2.4% | -10.0% | -8.4% |
| 3M | -26.4% | +13.6% | -40.0% | -29.5% |
| 6M | +61.9% | +27.9% | +34.0% | +43.0% |
| YTD | +86.5% | +35.6% | +50.9% | +53.7% |
| 1Y | +156.3% | +48.5% | +107.8% | +100.6% |
| All | +156.3% | +51.4% | +104.9% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling