+32.5%
PFE vs UMC
+1,818.5%
-1,786.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.3% |
| 7D | -4.0% | +11.4% | -15.4% | -4.6% |
| 30D | +3.9% | +16.8% | -12.9% | +2.9% |
| 3M | +9.9% | +19.1% | -9.2% | +7.8% |
| 6M | +5.3% | +137.4% | -132.1% | -2.2% |
| YTD | +16.8% | +186.4% | -169.6% | +6.6% |
| 1Y | +20.4% | +229.1% | -208.7% | +8.6% |
| 3Y | -2.1% | +257.9% | -260.0% | -13.0% |
| 5Y | -21.0% | +137.5% | -158.5% | -28.6% |
| All | +32.5% | +1,818.5% | -1,786.0% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling