+702.6%
UMAC vs PFG
+57.5%
+645.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -5.9% |
| 7D | +3.3% | +3.2% | +0.1% | +1.3% |
| 30D | -10.4% | +0.9% | -11.3% | -10.9% |
| 3M | +1.8% | +7.7% | -6.0% | -3.3% |
| 6M | +40.7% | +29.0% | +11.8% | +17.3% |
| YTD | +90.9% | +32.5% | +58.4% | +54.2% |
| 1Y | +151.8% | +47.3% | +104.5% | +88.6% |
| All | +702.6% | +57.5% | +645.2% | +366.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling