+637.2%
UMC vs PFG
+999.6%
-362.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.6% |
| 7D | +6.6% | +6.0% | +0.6% | +4.1% |
| 30D | +16.6% | +2.2% | +14.3% | +15.3% |
| 3M | +11.0% | +10.4% | +0.7% | +6.0% |
| 6M | +131.3% | +27.8% | +103.5% | +109.1% |
| YTD | +182.5% | +33.6% | +148.8% | +150.3% |
| 1Y | +222.3% | +49.3% | +173.0% | +173.0% |
| 3Y | +253.0% | +69.7% | +183.3% | +180.3% |
| 5Y | +141.8% | +111.3% | +30.5% | +75.2% |
| 10Y | +1,772.2% | +240.3% | +1,531.9% | +927.3% |
| All | +637.2% | +999.6% | -362.4% | +59.5% |
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