+48.8%
PFE vs MA
+567.5%
-518.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | -1.7% | +1.3% | -3.0% | -2.1% |
| 30D | +0.3% | +9.6% | -9.3% | -2.3% |
| 3M | +9.4% | +16.8% | -7.4% | +4.5% |
| 6M | +14.9% | +35.2% | -20.3% | +5.0% |
| YTD | +23.8% | +16.6% | +7.2% | +17.7% |
| 1Y | +19.5% | +19.8% | -0.3% | +12.7% |
| 3Y | +21.0% | +70.7% | -49.7% | +2.1% |
| 5Y | -23.9% | +87.4% | -111.3% | -38.8% |
| All | +48.8% | +567.5% | -518.7% | -14.3% |
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