+17.8%
PFE vs MKC
-20.6%
+38.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.3% |
| 7D | -4.7% | -1.9% | -2.8% | -4.3% |
| 30D | +3.4% | +8.0% | -4.6% | +1.7% |
| 3M | +9.2% | -8.6% | +17.9% | +11.2% |
| 6M | +15.8% | +1.1% | +14.8% | +15.1% |
| YTD | +23.4% | -27.7% | +51.1% | +33.3% |
| 1Y | +25.8% | -23.7% | +49.5% | +33.7% |
| 3Y | +17.8% | -19.4% | +37.3% | +32.4% |
| All | +17.8% | -20.6% | +38.4% | +32.4% |
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 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