+219.0%
PFE vs MA
+17,925.8%
-17,706.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.3% |
| 7D | -0.2% | +3.2% | -3.4% | -1.1% |
| 30D | +8.7% | +15.9% | -7.3% | +4.4% |
| 3M | +15.8% | +15.2% | +0.6% | +11.3% |
| 6M | +16.8% | +32.4% | -15.5% | +8.0% |
| YTD | +26.2% | +15.6% | +10.6% | +20.6% |
| 1Y | +29.9% | +19.3% | +10.6% | +23.1% |
| 3Y | +15.9% | +73.0% | -57.1% | -1.4% |
| 5Y | -20.6% | +93.7% | -114.4% | -35.7% |
| 10Y | +65.4% | +575.0% | -509.6% | -7.4% |
| All | +219.0% | +17,925.8% | -17,706.7% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling