+20.4%
PFE vs UMAC
+138.6%
-118.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | -0.4% |
| 7D | -4.0% | -4.0% | 0.0% | -4.0% |
| 30D | +3.9% | -9.4% | +13.3% | +3.9% |
| 3M | +9.9% | +3.0% | +6.9% | +9.7% |
| 6M | +5.3% | +27.2% | -21.9% | +4.8% |
| YTD | +16.8% | +84.7% | -67.9% | +15.0% |
| 1Y | +20.4% | +136.5% | -116.1% | +14.2% |
| All | +20.4% | +138.6% | -118.2% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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