+20.8%
PFE vs UMAC
+549.5%
-528.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +9.3% | -11.7% | -2.5% |
| 7D | -2.7% | +14.7% | -17.4% | -2.9% |
| 30D | +3.8% | -0.5% | +4.3% | +3.7% |
| 3M | +10.4% | +0.5% | +9.9% | +10.0% |
| 6M | +6.3% | +57.9% | -51.7% | +4.5% |
| YTD | +17.4% | +103.9% | -86.6% | +14.6% |
| 1Y | +21.1% | +159.3% | -138.1% | +17.3% |
| All | +20.8% | +549.5% | -528.7% | +11.1% |
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