+420.3%
UMC vs PFG
+985.4%
-565.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | +11.2% | +2.4% | +8.8% | +10.3% |
| 30D | -28.0% | +5.9% | -33.9% | -29.5% |
| 3M | -20.5% | -0.4% | -20.1% | -20.7% |
| 6M | -1.6% | +14.8% | -16.4% | -7.5% |
| YTD | +99.4% | +31.9% | +67.5% | +77.4% |
| 1Y | +120.4% | +38.8% | +81.6% | +92.2% |
| 3Y | +134.2% | +82.4% | +51.8% | +81.0% |
| 5Y | +78.8% | +94.7% | -15.9% | +33.7% |
| 10Y | +1,280.4% | +187.0% | +1,093.4% | +709.9% |
| All | +420.3% | +985.4% | -565.1% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling