+141,733.1%
MSFT vs PFE
+3,460.6%
+138,272.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | +1.7% | -3.7% | +5.4% | +3.1% |
| 30D | +0.2% | +5.0% | -4.8% | -1.7% |
| 3M | +6.4% | +12.2% | -5.8% | +1.8% |
| 6M | +28.7% | +14.6% | +14.1% | +22.0% |
| YTD | +10.4% | +24.1% | -13.7% | +1.2% |
| 1Y | +7.6% | +26.6% | -18.9% | -2.3% |
| 3Y | +52.3% | +14.3% | +38.0% | +39.5% |
| 5Y | +64.5% | -21.9% | +86.4% | +70.5% |
| 10Y | +917.8% | +62.6% | +855.2% | +675.0% |
| All | +141,733.1% | +3,460.6% | +138,272.5% | +30,331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling