-21.4%
PFE vs UMC
+145.1%
-166.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.2% |
| 7D | -4.3% | +13.6% | -17.9% | -4.7% |
| 30D | +2.7% | +20.8% | -18.1% | +2.0% |
| 3M | +10.0% | +16.1% | -6.2% | +8.5% |
| 6M | +7.2% | +137.3% | -130.1% | +0.3% |
| YTD | +17.3% | +193.8% | -176.4% | +8.0% |
| 1Y | +20.3% | +236.1% | -215.8% | +9.5% |
| 3Y | -1.6% | +267.1% | -268.7% | -12.0% |
| 5Y | -21.4% | +145.3% | -166.6% | -30.5% |
| All | -21.4% | +145.1% | -166.4% | -30.5% |
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