+46.2%
PFE vs MA
+554.9%
-508.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.3% |
| 7D | -0.7% | +1.8% | -2.5% | -1.2% |
| 30D | +5.3% | +11.8% | -6.5% | +2.0% |
| 3M | +10.1% | +17.2% | -7.0% | +5.1% |
| 6M | +18.0% | +33.4% | -15.4% | +8.3% |
| YTD | +25.8% | +16.1% | +9.7% | +19.8% |
| 1Y | +28.4% | +19.9% | +8.5% | +21.1% |
| 3Y | +20.9% | +70.1% | -49.2% | +2.1% |
| 5Y | -21.5% | +89.6% | -111.2% | -37.2% |
| 10Y | +46.2% | +568.4% | -522.2% | -16.3% |
| All | +46.2% | +554.9% | -508.7% | -16.3% |
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