+137.5%
UMC vs PFGC
+105.5%
+32.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.1% |
| 7D | +11.4% | -4.8% | +16.2% | +13.0% |
| 30D | +16.8% | -17.2% | +34.0% | +23.6% |
| 3M | +19.1% | -6.3% | +25.4% | +20.1% |
| 6M | +137.4% | +8.8% | +128.6% | +127.2% |
| YTD | +186.4% | +4.9% | +181.4% | +175.9% |
| 1Y | +229.1% | -9.5% | +238.6% | +232.8% |
| 3Y | +257.9% | +59.6% | +198.3% | +186.1% |
| 5Y | +137.5% | +113.5% | +24.0% | +69.0% |
| All | +137.5% | +105.5% | +32.0% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling