+73.5%
MSFT vs PFE
-21.1%
+94.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -2.7% | +1.8% | -4.4% | -2.9% |
| 30D | +2.7% | +10.2% | -7.5% | +1.3% |
| 3M | +17.0% | +12.7% | +4.3% | +14.8% |
| 6M | +23.8% | +10.5% | +13.3% | +21.8% |
| YTD | +4.0% | +20.2% | -16.2% | +1.0% |
| 1Y | -0.8% | +24.1% | -24.9% | -4.5% |
| 3Y | +55.6% | -3.6% | +59.2% | +56.2% |
| All | +73.5% | -21.1% | +94.6% | +95.5% |
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