-22.2%
PFE vs MDY
+47.1%
-69.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.1% |
| 7D | -2.7% | +1.0% | -3.7% | -3.0% |
| 30D | +3.8% | -3.1% | +7.0% | +4.9% |
| 3M | +10.4% | +1.8% | +8.5% | +9.6% |
| 6M | +6.3% | +10.8% | -4.5% | +2.4% |
| YTD | +17.4% | +14.4% | +2.9% | +11.9% |
| 1Y | +21.1% | +15.2% | +5.9% | +15.2% |
| 3Y | -1.6% | +51.2% | -52.8% | -14.2% |
| 5Y | -22.2% | +47.2% | -69.4% | -36.5% |
| All | -22.2% | +47.1% | -69.3% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling