-21.5%
PFE vs MA
+93.2%
-114.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -3.7% | +2.3% | -6.0% | -4.2% |
| 30D | +5.0% | +14.7% | -9.7% | +1.9% |
| 3M | +12.2% | +13.5% | -1.3% | +9.1% |
| 6M | +14.6% | +33.1% | -18.5% | +7.5% |
| YTD | +24.1% | +15.1% | +9.1% | +20.0% |
| 1Y | +26.6% | +18.7% | +7.8% | +21.4% |
| 3Y | +14.3% | +72.1% | -57.8% | +1.7% |
| All | -21.5% | +93.2% | -114.7% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling