+253.9%
UMC vs PFGC
+59.5%
+194.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.3% |
| 7D | +11.4% | -4.8% | +16.2% | +12.4% |
| 30D | +16.8% | -17.2% | +34.0% | +21.0% |
| 3M | +19.1% | -6.3% | +25.4% | +18.9% |
| 6M | +137.4% | +8.8% | +128.6% | +127.6% |
| YTD | +186.4% | +4.9% | +181.4% | +176.1% |
| 1Y | +229.1% | -9.5% | +238.6% | +228.3% |
| All | +253.9% | +59.5% | +194.3% | +196.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling