+1,842.6%
UMC vs PFGC
+292.9%
+1,549.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | +9.0% | -4.8% | +13.8% | +9.8% |
| 30D | +17.2% | -12.5% | +29.8% | +19.7% |
| 3M | +11.4% | -9.7% | +21.1% | +12.7% |
| 6M | +137.5% | +7.0% | +130.5% | +133.6% |
| YTD | +193.1% | +4.5% | +188.6% | +188.9% |
| 1Y | +240.3% | -11.6% | +251.9% | +244.3% |
| 3Y | +262.2% | +58.5% | +203.7% | +230.8% |
| 5Y | +143.1% | +112.6% | +30.5% | +111.4% |
| All | +1,842.6% | +292.9% | +1,549.7% | +1,484.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling