+207.2%
UMC vs PFGC
-5.1%
+212.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.6% |
| 7D | +5.0% | -2.2% | +7.2% | +5.2% |
| 30D | +7.7% | -11.9% | +19.6% | +8.9% |
| 3M | +1.7% | +5.0% | -3.3% | -3.0% |
| 6M | +113.9% | +8.6% | +105.3% | +100.8% |
| YTD | +168.9% | +9.7% | +159.2% | +155.7% |
| 1Y | +207.2% | -6.3% | +213.5% | +191.4% |
| All | +207.2% | -5.1% | +212.3% | +191.4% |
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