+4,407.5%
MU vs PFE
+46.7%
+4,360.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +12.8% | -1.7% | +14.5% | +13.4% |
| 30D | -14.9% | +0.3% | -15.2% | -15.1% |
| 3M | -18.0% | +9.4% | -27.4% | -20.4% |
| 6M | -3.1% | +14.9% | -18.0% | -7.8% |
| YTD | +172.9% | +23.8% | +149.1% | +151.7% |
| 1Y | +228.8% | +19.5% | +209.3% | +206.9% |
| 3Y | +950.8% | +21.0% | +929.8% | +850.3% |
| 5Y | +931.3% | -23.9% | +955.1% | +980.3% |
| All | +4,407.5% | +46.7% | +4,360.8% | +3,228.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling