+50.7%
PFE vs MKC
+25.5%
+25.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -3.0% | -7.0% | +4.1% | -0.9% |
| 30D | +5.2% | +4.1% | +1.1% | +3.9% |
| 3M | +12.2% | -10.3% | +22.6% | +15.5% |
| 6M | +17.8% | +1.7% | +16.1% | +16.5% |
| YTD | +26.2% | -29.1% | +55.3% | +38.2% |
| 1Y | +23.2% | -26.0% | +49.2% | +33.0% |
| 3Y | +21.3% | -21.5% | +42.7% | +27.2% |
| 5Y | -23.1% | -35.0% | +11.9% | -15.9% |
| 10Y | +50.7% | +25.6% | +25.1% | +40.1% |
| All | +50.7% | +25.5% | +25.2% | +40.1% |
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