+1,842.6%
UMC vs PFG
+251.1%
+1,591.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +2.0% |
| 7D | +9.0% | -0.4% | +9.4% | +9.1% |
| 30D | +17.2% | +2.9% | +14.4% | +15.9% |
| 3M | +11.4% | +6.7% | +4.7% | +8.3% |
| 6M | +137.5% | +33.8% | +103.7% | +114.3% |
| YTD | +193.1% | +35.0% | +158.2% | +162.9% |
| 1Y | +240.3% | +46.4% | +193.9% | +196.3% |
| 3Y | +262.2% | +71.6% | +190.5% | +194.5% |
| 5Y | +143.1% | +113.7% | +29.4% | +84.1% |
| All | +1,842.6% | +251.1% | +1,591.5% | +1,157.9% |
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 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