+9.0%
MSFT vs PFE
+35.1%
-26.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.6% | +4.0% | +6.6% |
| 7D | +4.7% | +4.6% | +0.1% | +4.6% |
| 30D | +5.8% | +12.3% | -6.5% | +5.5% |
| 3M | +13.0% | +21.2% | -8.2% | +12.6% |
| 6M | +34.9% | +21.1% | +13.8% | +33.3% |
| YTD | +15.7% | +30.0% | -14.4% | +16.0% |
| 1Y | +9.0% | +35.6% | -26.6% | +9.4% |
| All | +9.0% | +35.1% | -26.1% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 1y: compounded portfolio wealth divided by compounded PFE 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…
1y analysis · Full analysis span regression · 6 months rolling