+920.4%
MSFT vs PFE
+45.6%
+874.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.3% | +2.9% |
| 7D | +7.5% | -4.7% | +12.2% | +9.1% |
| 30D | +1.9% | +3.4% | -1.5% | +0.8% |
| 3M | +9.2% | +9.2% | 0.0% | +6.1% |
| 6M | +31.9% | +15.8% | +16.0% | +25.5% |
| YTD | +13.4% | +23.4% | -10.0% | +5.3% |
| 1Y | +10.6% | +25.8% | -15.2% | +1.8% |
| 3Y | +54.7% | +17.8% | +36.8% | +41.8% |
| 5Y | +69.1% | -20.2% | +89.3% | +76.9% |
| 10Y | +920.4% | +49.6% | +870.8% | +684.0% |
| All | +920.4% | +45.6% | +874.8% | +684.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling