+115.0%
UMC vs PFG
+46.8%
+68.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -1.3% |
| 7D | -14.7% | +4.9% | -19.6% | -13.9% |
| 30D | -32.9% | +5.7% | -38.5% | -32.1% |
| 3M | -22.2% | +2.6% | -24.7% | -21.7% |
| 6M | +25.9% | +19.8% | +6.1% | +24.3% |
| YTD | +107.9% | +36.3% | +71.6% | +101.9% |
| 1Y | +115.0% | +47.9% | +67.1% | +106.1% |
| All | +115.0% | +46.8% | +68.2% | +106.1% |
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 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