+48.8%
PFE vs MKC
+25.8%
+23.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -1.7% | -3.0% | +1.3% | -0.9% |
| 30D | +0.3% | +4.8% | -4.5% | -1.1% |
| 3M | +9.4% | -12.8% | +22.2% | +13.5% |
| 6M | +14.9% | +5.0% | +9.9% | +12.5% |
| YTD | +23.8% | -29.1% | +52.9% | +35.5% |
| 1Y | +19.5% | -26.4% | +45.9% | +29.2% |
| 3Y | +21.0% | -21.6% | +42.7% | +27.1% |
| 5Y | -23.9% | -35.2% | +11.4% | -16.6% |
| All | +48.8% | +25.8% | +23.0% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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