+8.6%
MSFT vs PFE
+24.7%
-16.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.3% | +2.8% |
| 7D | +7.5% | -4.7% | +12.2% | +7.7% |
| 30D | +1.9% | +3.4% | -1.5% | +1.9% |
| 3M | +9.2% | +9.2% | 0.0% | +9.0% |
| 6M | +31.9% | +15.8% | +16.0% | +30.4% |
| YTD | +13.4% | +23.4% | -10.0% | +13.6% |
| All | +8.6% | +24.7% | -16.0% | +8.7% |
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