+3,971.9%
MU vs PFE
+61.4%
+3,910.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.8% | +5.6% |
| 7D | -22.0% | -3.7% | -18.3% | -21.1% |
| 30D | -36.6% | +5.0% | -41.5% | -37.6% |
| 3M | -21.7% | +12.2% | -33.9% | -24.5% |
| 6M | +3.5% | +14.6% | -11.0% | -1.3% |
| YTD | +141.9% | +24.1% | +117.8% | +123.5% |
| 1Y | +189.8% | +26.6% | +163.3% | +165.5% |
| 3Y | +855.4% | +14.3% | +841.1% | +785.6% |
| 5Y | +869.2% | -21.9% | +891.1% | +899.8% |
| All | +3,971.9% | +61.4% | +3,910.5% | +3,134.2% |
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