+26.0%
PFE vs MA
+19.5%
+6.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -4.7% | -0.3% | -4.3% | -4.6% |
| 30D | +3.4% | +11.3% | -8.0% | +1.5% |
| 3M | +9.2% | +16.7% | -7.4% | +6.4% |
| 6M | +15.8% | +32.8% | -17.0% | +10.4% |
| YTD | +23.4% | +15.6% | +7.8% | +22.1% |
| All | +26.0% | +19.5% | +6.5% | +23.8% |
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 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