+2,156.1%
UMC vs PFGC
+409.4%
+1,746.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +6.9% | +5.4% |
| 7D | +6.6% | -2.4% | +9.0% | +7.0% |
| 30D | +16.6% | -15.8% | +32.3% | +19.7% |
| 3M | +11.0% | -0.6% | +11.6% | +10.6% |
| 6M | +131.3% | +10.7% | +120.6% | +126.3% |
| YTD | +182.5% | +7.6% | +174.9% | +177.1% |
| 1Y | +222.3% | -7.8% | +230.1% | +223.8% |
| 3Y | +253.0% | +63.7% | +189.3% | +220.7% |
| 5Y | +141.8% | +112.3% | +29.6% | +110.0% |
| 10Y | +1,772.2% | +286.7% | +1,485.5% | +1,375.1% |
| All | +2,156.1% | +409.4% | +1,746.7% | +1,567.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling