+1,842.6%
UMC vs PGR
+825.1%
+1,017.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | +9.0% | -0.6% | +9.6% | +9.0% |
| 30D | +17.2% | +4.9% | +12.3% | +16.8% |
| 3M | +11.4% | +7.6% | +3.8% | +9.9% |
| 6M | +137.5% | +8.3% | +129.3% | +133.6% |
| YTD | +193.1% | +1.7% | +191.4% | +190.7% |
| 1Y | +240.3% | -6.8% | +247.1% | +241.5% |
| 3Y | +262.2% | +73.4% | +188.7% | +223.9% |
| 5Y | +143.1% | +161.2% | -18.1% | +98.1% |
| All | +1,842.6% | +825.1% | +1,017.5% | +1,341.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling