+35.2%
PFE vs MKC
+26.7%
+8.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -4.3% | -4.3% | 0.0% | -3.1% |
| 30D | +2.7% | -3.1% | +5.8% | +3.5% |
| 3M | +10.0% | +6.8% | +3.2% | +7.6% |
| 6M | +7.2% | -18.3% | +25.5% | +13.0% |
| YTD | +17.3% | -23.1% | +40.4% | +25.6% |
| 1Y | +20.3% | -23.7% | +44.0% | +28.9% |
| 3Y | -1.6% | -31.0% | +29.4% | +7.8% |
| 5Y | -21.4% | -33.5% | +12.2% | -14.1% |
| 10Y | +35.2% | +30.3% | +5.0% | +26.1% |
| All | +35.2% | +26.7% | +8.6% | +26.1% |
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