+77.6%
UMC vs PFG
+92.7%
-15.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | +11.2% | +2.4% | +8.8% | +10.2% |
| 30D | -28.0% | +5.9% | -33.9% | -29.5% |
| 3M | -20.5% | -0.4% | -20.1% | -20.6% |
| 6M | -1.6% | +14.8% | -16.4% | -8.4% |
| YTD | +99.4% | +31.9% | +67.5% | +73.7% |
| 1Y | +120.4% | +38.8% | +81.6% | +87.3% |
| 3Y | +134.2% | +82.4% | +51.8% | +66.4% |
| All | +77.6% | +92.7% | -15.2% | +18.4% |
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