+64.1%
MSFT vs PFE
-21.9%
+86.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | +1.7% | -3.7% | +5.4% | +2.2% |
| 30D | +0.2% | +5.0% | -4.8% | -0.6% |
| 3M | +6.4% | +12.2% | -5.8% | +4.5% |
| 6M | +28.7% | +14.6% | +14.1% | +25.9% |
| YTD | +10.4% | +24.1% | -13.7% | +6.6% |
| 1Y | +7.6% | +26.6% | -18.9% | +3.4% |
| 3Y | +52.3% | +14.3% | +38.0% | +47.3% |
| All | +64.1% | -21.9% | +86.0% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling