+35.6%
PFE vs MA
+24.3%
+11.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +1.8% |
| 7D | +4.6% | +10.2% | -5.7% | +2.7% |
| 30D | +12.3% | +19.3% | -7.0% | +8.9% |
| 3M | +21.2% | +18.0% | +3.2% | +17.7% |
| 6M | +21.1% | +33.7% | -12.6% | +15.1% |
| YTD | +30.0% | +18.6% | +11.4% | +27.9% |
| 1Y | +35.6% | +22.5% | +13.1% | +32.3% |
| All | +35.6% | +24.3% | +11.3% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling