+3,280.0%
PFE vs MKC
+3,376.8%
-96.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.0% |
| 7D | +1.8% | -5.9% | +7.6% | +3.3% |
| 30D | +10.2% | -0.9% | +11.1% | +10.4% |
| 3M | +12.7% | +12.7% | 0.0% | +8.9% |
| 6M | +10.5% | -19.3% | +29.8% | +16.0% |
| YTD | +20.2% | -22.2% | +42.3% | +27.0% |
| 1Y | +24.1% | -23.3% | +47.4% | +31.5% |
| 3Y | -3.6% | -30.0% | +26.4% | +3.6% |
| 5Y | -20.9% | -33.8% | +12.9% | -14.7% |
| 10Y | +35.8% | +24.4% | +11.4% | +22.4% |
| All | +3,280.0% | +3,376.8% | -96.8% | +1,433.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling