-21.5%
PFE vs UMC
+76.4%
-97.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | -0.7% | -8.3% | +7.6% | -0.5% |
| 30D | +5.3% | -34.5% | +39.8% | +6.5% |
| 3M | +10.1% | -20.0% | +30.1% | +10.5% |
| 6M | +18.0% | -0.7% | +18.8% | +15.6% |
| YTD | +25.8% | +94.7% | -68.9% | +17.3% |
| 1Y | +28.4% | +106.0% | -77.5% | +19.3% |
| 3Y | +20.9% | +124.3% | -103.4% | +10.4% |
| 5Y | -21.5% | +78.0% | -99.5% | -31.3% |
| All | -21.5% | +76.4% | -97.9% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling