+35.2%
PFE vs MDY
+170.4%
-135.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.4% |
| 7D | -4.3% | -0.8% | -3.5% | -4.0% |
| 30D | +2.7% | -3.9% | +6.6% | +4.4% |
| 3M | +10.0% | 0.0% | +10.0% | +9.9% |
| 6M | +7.2% | +8.5% | -1.4% | +3.3% |
| YTD | +17.3% | +13.2% | +4.1% | +11.0% |
| 1Y | +20.3% | +15.0% | +5.3% | +13.0% |
| 3Y | -1.6% | +49.6% | -51.2% | -18.0% |
| 5Y | -21.4% | +46.0% | -67.4% | -35.1% |
| 10Y | +35.2% | +176.4% | -141.1% | -25.2% |
| All | +35.2% | +170.4% | -135.2% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling