-19.0%
PFE vs MCK
+345.1%
-364.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -2.6% | -2.9% | +0.4% | -2.1% |
| 30D | +5.4% | +0.4% | +4.9% | +5.3% |
| 3M | +7.8% | +12.1% | -4.3% | +5.9% |
| 6M | +5.0% | -5.4% | +10.5% | +5.6% |
| YTD | +17.1% | +7.8% | +9.3% | +15.0% |
| 1Y | +19.3% | +22.9% | -3.6% | +14.4% |
| 3Y | -0.9% | +110.7% | -111.7% | -17.0% |
| All | -19.0% | +345.1% | -364.1% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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