+145.3%
UMC vs PFG
+109.8%
+35.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.3% |
| 7D | +13.6% | +3.2% | +10.4% | +11.9% |
| 30D | +20.8% | +0.9% | +19.8% | +20.0% |
| 3M | +16.1% | +7.7% | +8.4% | +11.4% |
| 6M | +137.3% | +29.0% | +108.3% | +110.2% |
| YTD | +193.8% | +32.5% | +161.3% | +155.9% |
| 1Y | +236.1% | +47.3% | +188.8% | +177.6% |
| 3Y | +267.1% | +68.2% | +198.9% | +174.2% |
| 5Y | +145.3% | +108.5% | +36.8% | +58.9% |
| All | +145.3% | +109.8% | +35.5% | +58.9% |
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 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