+1,362.4%
MU vs PFE
-4.1%
+1,366.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.2% |
| 7D | +9.0% | +1.8% | +7.2% | +8.8% |
| 30D | +13.8% | +10.2% | +3.6% | +12.9% |
| 3M | +2.1% | +12.7% | -10.6% | +1.2% |
| 6M | +153.8% | +10.5% | +143.3% | +151.9% |
| YTD | +256.4% | +20.2% | +236.2% | +247.7% |
| 1Y | +719.8% | +24.1% | +695.7% | +694.5% |
| All | +1,362.4% | -4.1% | +1,366.5% | +1,365.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling