+98.2%
PFE vs UMC
+259.6%
-161.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -1.8% |
| 7D | +1.8% | +5.0% | -3.2% | +1.1% |
| 30D | +10.2% | +7.7% | +2.6% | +9.1% |
| 3M | +12.7% | +1.7% | +11.0% | +11.0% |
| 6M | +10.5% | +113.9% | -103.4% | -1.5% |
| YTD | +20.2% | +168.9% | -148.7% | +3.5% |
| 1Y | +24.1% | +207.2% | -183.1% | +4.8% |
| 3Y | -3.6% | +227.7% | -231.3% | -20.2% |
| 5Y | -20.9% | +118.0% | -138.9% | -32.3% |
| 10Y | +35.8% | +1,682.1% | -1,646.3% | -17.8% |
| All | +98.2% | +259.6% | -161.4% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling