+46.0%
MSFT vs PFE
+19.3%
+26.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.5% |
| 7D | -2.4% | -2.1% | -0.3% | -2.3% |
| 30D | -3.8% | +3.1% | -6.9% | -3.9% |
| 3M | +6.4% | +11.2% | -4.8% | +5.8% |
| 6M | +28.8% | +15.0% | +13.7% | +27.6% |
| YTD | +8.8% | +23.5% | -14.7% | +7.5% |
| 1Y | +3.2% | +18.9% | -15.7% | +2.1% |
| All | +46.0% | +19.3% | +26.7% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling