+906.2%
MU vs PFE
+14.7%
+891.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.3% |
| 7D | -12.0% | -4.7% | -7.4% | -11.8% |
| 30D | -28.7% | +3.4% | -32.1% | -28.9% |
| 3M | -16.4% | +9.2% | -25.7% | -17.0% |
| 6M | -1.8% | +15.8% | -17.6% | -2.8% |
| YTD | +157.1% | +23.4% | +133.6% | +150.5% |
| 1Y | +208.5% | +25.8% | +182.7% | +199.2% |
| 3Y | +906.2% | +17.8% | +888.3% | +846.3% |
| All | +906.2% | +14.7% | +891.4% | +846.3% |
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