+116.7%
UMAC vs PFG
+49.5%
+67.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.7% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | -15.1% | +2.9% | -18.0% | -15.8% |
| 3M | -10.8% | +6.7% | -17.5% | -12.3% |
| 6M | +15.7% | +33.8% | -18.1% | -0.6% |
| YTD | +80.1% | +35.0% | +45.2% | +48.3% |
| 1Y | +116.7% | +46.4% | +70.3% | +66.9% |
| All | +116.7% | +49.5% | +67.2% | +66.9% |
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