-1.6%
PFE vs MKC
-29.9%
+28.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -2.7% | -4.3% | +1.7% | -1.8% |
| 30D | +3.8% | -2.0% | +5.9% | +4.2% |
| 3M | +10.4% | +10.0% | +0.4% | +8.0% |
| 6M | +6.3% | -18.5% | +24.8% | +11.4% |
| YTD | +17.4% | -22.4% | +39.8% | +24.4% |
| 1Y | +21.1% | -23.6% | +44.8% | +28.8% |
| 3Y | -1.6% | -30.4% | +28.8% | +4.8% |
| All | -1.6% | -29.9% | +28.3% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling