+240.3%
UMC vs PFGC
-10.1%
+250.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | +9.0% | -4.8% | +13.8% | +9.4% |
| 30D | +17.2% | -12.5% | +29.8% | +18.7% |
| 3M | +11.4% | -9.7% | +21.1% | +10.1% |
| 6M | +137.5% | +7.0% | +130.5% | +123.0% |
| YTD | +193.1% | +4.5% | +188.6% | +179.5% |
| 1Y | +240.3% | -11.6% | +251.9% | +225.8% |
| All | +240.3% | -10.1% | +250.4% | +225.8% |
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