+49.6%
PFE vs MA
+562.8%
-513.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -4.7% | -0.3% | -4.3% | -4.6% |
| 30D | +3.4% | +11.3% | -8.0% | +0.2% |
| 3M | +9.2% | +16.7% | -7.4% | +4.4% |
| 6M | +15.8% | +32.8% | -17.0% | +6.4% |
| YTD | +23.4% | +15.6% | +7.8% | +17.7% |
| 1Y | +25.8% | +19.6% | +6.2% | +18.7% |
| 3Y | +17.8% | +72.1% | -54.2% | -0.8% |
| 5Y | -20.2% | +96.0% | -116.2% | -36.7% |
| 10Y | +49.6% | +554.8% | -505.2% | -11.3% |
| All | +49.6% | +562.8% | -513.2% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling