-1.6%
PFE vs UMC
+252.5%
-254.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.1% | -7.4% | -2.4% |
| 7D | -2.7% | +6.6% | -9.3% | -2.7% |
| 30D | +3.8% | +16.6% | -12.7% | +3.7% |
| 3M | +10.4% | +11.0% | -0.7% | +9.4% |
| 6M | +6.3% | +131.3% | -125.0% | +1.0% |
| YTD | +17.4% | +182.5% | -165.1% | +10.4% |
| 1Y | +21.1% | +222.3% | -201.1% | +12.9% |
| 3Y | -1.6% | +253.0% | -254.6% | -12.0% |
| All | -1.6% | +252.5% | -254.1% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling