+876.0%
MSFT vs PFE
+36.0%
+839.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -2.7% | +1.8% | -4.4% | -3.2% |
| 30D | +2.7% | +10.2% | -7.5% | -0.4% |
| 3M | +17.0% | +12.7% | +4.3% | +12.5% |
| 6M | +23.8% | +10.5% | +13.3% | +19.6% |
| YTD | +4.0% | +20.2% | -16.2% | -2.5% |
| 1Y | -0.8% | +24.1% | -24.9% | -8.6% |
| 3Y | +55.6% | -3.6% | +59.2% | +54.5% |
| 5Y | +72.9% | -20.9% | +93.8% | +80.1% |
| All | +876.0% | +36.0% | +839.9% | +710.0% |
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