+657.4%
UMAC vs PFG
+60.4%
+597.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.1% |
| 7D | -3.4% | -0.4% | -3.0% | -3.2% |
| 30D | -15.1% | +2.9% | -18.0% | -16.5% |
| 3M | -10.8% | +6.7% | -17.5% | -14.6% |
| 6M | +15.7% | +33.8% | -18.1% | -5.8% |
| YTD | +80.1% | +35.0% | +45.2% | +43.9% |
| 1Y | +116.7% | +46.4% | +70.3% | +63.4% |
| All | +657.4% | +60.4% | +597.0% | +335.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling