+253.9%
UMC vs PFG
+68.8%
+185.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.7% |
| 7D | +11.4% | -3.0% | +14.4% | +12.1% |
| 30D | +16.8% | +2.5% | +14.3% | +15.9% |
| 3M | +19.1% | +6.1% | +13.0% | +16.6% |
| 6M | +137.4% | +31.3% | +106.1% | +117.0% |
| YTD | +186.4% | +33.6% | +152.8% | +159.4% |
| 1Y | +229.1% | +48.5% | +180.6% | +186.7% |
| All | +253.9% | +68.8% | +185.1% | +179.0% |
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