+50.7%
PFE vs MA
+574.5%
-523.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -3.0% | -1.8% | -1.2% | -2.4% |
| 30D | +5.2% | +11.0% | -5.8% | +2.1% |
| 3M | +12.2% | +17.9% | -5.6% | +7.0% |
| 6M | +17.8% | +33.2% | -15.4% | +8.1% |
| YTD | +26.2% | +16.5% | +9.7% | +20.0% |
| 1Y | +23.2% | +19.1% | +4.1% | +16.3% |
| 3Y | +21.3% | +70.6% | -49.3% | +2.3% |
| 5Y | -23.1% | +92.1% | -115.2% | -38.7% |
| 10Y | +50.7% | +569.6% | -518.9% | -13.8% |
| All | +50.7% | +574.5% | -523.8% | -13.8% |
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