+20.8%
PFE vs UMAC
+508.0%
-487.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +0.1% |
| 7D | -4.3% | +3.3% | -7.5% | -4.3% |
| 30D | +2.7% | -10.4% | +13.1% | +2.8% |
| 3M | +10.0% | +1.8% | +8.2% | +9.6% |
| 6M | +7.2% | +40.7% | -33.6% | +5.6% |
| YTD | +17.3% | +90.9% | -73.6% | +14.7% |
| 1Y | +20.3% | +151.8% | -131.5% | +16.5% |
| All | +20.8% | +508.0% | -487.2% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling