-21.4%
PFE vs MELI
-1.3%
-20.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.1% |
| 7D | -4.3% | -6.5% | +2.2% | -3.9% |
| 30D | +2.7% | +2.8% | -0.2% | +2.5% |
| 3M | +10.0% | +14.3% | -4.3% | +9.1% |
| 6M | +7.2% | +6.0% | +1.1% | +6.6% |
| YTD | +17.3% | -6.8% | +24.2% | +17.4% |
| 1Y | +20.3% | -20.9% | +41.2% | +21.2% |
| 3Y | -1.6% | +31.4% | -33.0% | -4.9% |
| 5Y | -21.4% | -0.4% | -21.0% | -24.9% |
| All | -21.4% | -1.3% | -20.0% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 MELI 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