+1,156.2%
PFE vs MDY
+2,629.7%
-1,473.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | +5.2% | +2.1% | +3.1% | +3.9% |
| 3M | +12.2% | -3.6% | +15.9% | +14.2% |
| 6M | +17.8% | +1.7% | +16.1% | +16.3% |
| YTD | +26.2% | +13.8% | +12.4% | +17.1% |
| 1Y | +23.2% | +15.5% | +7.7% | +13.4% |
| 3Y | +21.3% | +58.3% | -37.0% | -7.1% |
| 5Y | -23.1% | +37.4% | -60.5% | -38.0% |
| 10Y | +50.7% | +171.0% | -120.3% | -21.1% |
| All | +1,156.2% | +2,629.7% | -1,473.5% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling