+274.5%
UMC vs PGR
+6,955.1%
-6,680.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.0% |
| 7D | +9.0% | -0.6% | +9.6% | +9.3% |
| 30D | +17.2% | +4.9% | +12.3% | +14.1% |
| 3M | +11.4% | +7.6% | +3.8% | +4.7% |
| 6M | +137.5% | +8.3% | +129.3% | +120.1% |
| YTD | +193.1% | +1.7% | +191.4% | +179.4% |
| 1Y | +240.3% | -6.8% | +247.1% | +236.9% |
| 3Y | +262.2% | +73.4% | +188.7% | +144.4% |
| 5Y | +143.1% | +161.2% | -18.1% | +22.4% |
| 10Y | +1,853.0% | +819.5% | +1,033.5% | +280.4% |
| All | +274.5% | +6,955.1% | -6,680.6% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling