-21.5%
PFE vs MDB
-44.1%
+22.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -1.7% |
| 7D | -3.7% | -11.4% | +7.7% | -3.5% |
| 30D | +5.0% | -13.8% | +18.8% | +5.2% |
| 3M | +12.2% | -15.5% | +27.6% | +12.3% |
| 6M | +14.6% | +17.9% | -3.4% | +13.5% |
| YTD | +24.1% | -25.5% | +49.6% | +24.2% |
| 1Y | +26.6% | -12.1% | +38.6% | +26.0% |
| 3Y | +14.3% | -5.9% | +20.2% | +12.1% |
| All | -21.5% | -44.1% | +22.6% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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