+49.9%
MSTR vs PFE
-21.9%
+71.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.2% |
| 7D | -1.2% | -3.7% | +2.5% | 0.0% |
| 30D | -15.9% | +5.0% | -20.9% | -17.2% |
| 3M | +33.1% | +12.2% | +20.9% | +28.4% |
| 6M | -31.0% | +14.6% | -45.6% | -33.9% |
| YTD | -15.1% | +24.1% | -39.3% | -20.7% |
| 1Y | -45.6% | +26.6% | -72.2% | -49.5% |
| 3Y | +180.5% | +14.3% | +166.2% | +164.0% |
| All | +49.9% | -21.9% | +71.8% | +64.0% |
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 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