+115.0%
UMC vs PGR
+21.4%
+93.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -0.4% |
| 7D | -14.7% | +4.1% | -18.7% | -12.2% |
| 30D | -32.9% | +10.4% | -43.3% | -27.9% |
| 3M | -22.2% | +11.4% | -33.6% | -15.5% |
| 6M | +25.9% | +17.9% | +8.0% | +40.8% |
| YTD | +107.9% | +9.8% | +98.1% | +131.5% |
| 1Y | +115.0% | +19.3% | +95.8% | +148.4% |
| All | +115.0% | +21.4% | +93.7% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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