-21.5%
PFE vs MA
+93.9%
-115.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.3% |
| 7D | -0.7% | +1.8% | -2.5% | -1.1% |
| 30D | +5.3% | +11.8% | -6.5% | +2.9% |
| 3M | +10.1% | +17.2% | -7.0% | +6.4% |
| 6M | +18.0% | +33.4% | -15.4% | +10.8% |
| YTD | +25.8% | +16.1% | +9.7% | +21.5% |
| 1Y | +28.4% | +19.9% | +8.5% | +23.1% |
| 3Y | +20.9% | +70.1% | -49.2% | +8.2% |
| 5Y | -21.5% | +89.6% | -111.2% | -32.2% |
| All | -21.5% | +93.9% | -115.4% | -32.2% |
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