+115.0%
UMC vs PFGC
+12.5%
+102.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +13.5% | -15.6% | -2.3% |
| 7D | -14.7% | +13.9% | -28.5% | -14.9% |
| 30D | -32.9% | +18.4% | -51.2% | -33.4% |
| 3M | -22.2% | -2.5% | -19.6% | -21.5% |
| 6M | +25.9% | +26.0% | -0.1% | +16.6% |
| YTD | +107.9% | +21.9% | +86.1% | +98.0% |
| 1Y | +115.0% | +13.4% | +101.7% | +103.5% |
| All | +115.0% | +12.5% | +102.6% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling