+1,096.1%
PFE vs MDY
+2,662.7%
-1,566.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | +10.2% | -1.5% | +11.7% | +11.1% |
| 3M | +12.7% | +0.8% | +11.9% | +12.0% |
| 6M | +10.5% | +7.4% | +3.1% | +6.0% |
| YTD | +20.2% | +15.2% | +5.0% | +10.9% |
| 1Y | +24.1% | +16.5% | +7.5% | +13.8% |
| 3Y | -3.6% | +46.8% | -50.4% | -22.9% |
| 5Y | -20.9% | +46.0% | -66.9% | -38.2% |
| 10Y | +35.8% | +172.1% | -136.2% | -28.9% |
| All | +1,096.1% | +2,662.7% | -1,566.6% | +59.1% |
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