+48.8%
PFE vs MDY
+165.3%
-116.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -1.7% | +2.3% | -4.0% | -2.6% |
| 30D | +0.3% | +2.0% | -1.6% | -0.5% |
| 3M | +9.4% | -5.6% | +15.0% | +11.9% |
| 6M | +14.9% | +1.3% | +13.6% | +13.9% |
| YTD | +23.8% | +12.3% | +11.5% | +17.4% |
| 1Y | +19.5% | +15.8% | +3.7% | +12.0% |
| 3Y | +21.0% | +56.5% | -35.5% | -0.9% |
| 5Y | -23.9% | +35.1% | -59.0% | -34.7% |
| All | +48.8% | +165.3% | -116.5% | -1.5% |
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