-22.2%
PFE vs MKC
-33.2%
+11.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -2.7% | -4.3% | +1.7% | -1.7% |
| 30D | +3.8% | -2.0% | +5.9% | +4.3% |
| 3M | +10.4% | +10.0% | +0.4% | +7.8% |
| 6M | +6.3% | -18.5% | +24.8% | +11.3% |
| YTD | +17.4% | -22.4% | +39.8% | +24.3% |
| 1Y | +21.1% | -23.6% | +44.8% | +28.6% |
| 3Y | -1.6% | -30.4% | +28.8% | +6.8% |
| 5Y | -22.2% | -34.2% | +12.0% | -16.1% |
| All | -22.2% | -33.2% | +11.1% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling