+27.2%
PFE vs UMAC
+195.7%
-168.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -2.0% |
| 7D | -2.1% | +10.1% | -12.3% | -2.3% |
| 30D | +3.1% | -39.1% | +42.3% | +3.7% |
| 3M | +11.2% | -56.2% | +67.4% | +12.3% |
| 6M | +15.0% | -16.2% | +31.3% | +14.3% |
| YTD | +23.5% | -7.1% | +30.7% | +21.9% |
| 1Y | +18.9% | +10.3% | +8.7% | +16.7% |
| All | +27.2% | +195.7% | -168.6% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling