+272.3%
UMAC vs PFG
+56.8%
+215.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.2% | -4.9% |
| 7D | -5.2% | +2.4% | -7.6% | -6.3% |
| 30D | -36.4% | +5.9% | -42.2% | -38.2% |
| 3M | -58.6% | -0.4% | -58.1% | -58.5% |
| 6M | -24.6% | +14.8% | -39.5% | -31.6% |
| YTD | -11.5% | +31.9% | -43.4% | -28.3% |
| 1Y | +16.9% | +38.8% | -21.9% | -8.9% |
| All | +272.3% | +56.8% | +215.5% | +117.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling