+49.5%
MSTR vs PFE
-21.6%
+71.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -14.2% | -3.0% | -11.2% | -13.3% |
| 30D | -19.9% | +5.2% | -25.1% | -21.2% |
| 3M | +27.3% | +12.2% | +15.1% | +22.7% |
| 6M | -37.6% | +17.8% | -55.4% | -40.7% |
| YTD | -19.5% | +26.2% | -45.7% | -25.2% |
| 1Y | -47.1% | +23.2% | -70.3% | -50.6% |
| 3Y | +140.3% | +21.3% | +119.0% | +121.3% |
| 5Y | +49.5% | -23.1% | +72.6% | +61.9% |
| All | +49.5% | -21.6% | +71.1% | +61.9% |
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