+25.3%
PFE vs MDB
+1,017.4%
-992.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.8% | -1.1% |
| 7D | +1.8% | -17.4% | +19.2% | +2.5% |
| 30D | +10.2% | -2.0% | +12.3% | +10.2% |
| 3M | +12.7% | -3.0% | +15.7% | +12.5% |
| 6M | +10.5% | +48.7% | -38.1% | +8.2% |
| YTD | +20.2% | -12.1% | +32.3% | +19.9% |
| 1Y | +24.1% | +14.5% | +9.6% | +22.3% |
| 3Y | -3.6% | -6.1% | +2.6% | -5.8% |
| 5Y | -20.9% | -27.3% | +6.5% | -23.9% |
| All | +25.3% | +1,017.4% | -992.1% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling