+3,372.6%
PFE vs MKC
+3,130.4%
+242.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.3% |
| 7D | -4.7% | -1.9% | -2.8% | -4.2% |
| 30D | +3.4% | +8.0% | -4.6% | +1.3% |
| 3M | +9.2% | -8.6% | +17.9% | +11.6% |
| 6M | +15.8% | +1.1% | +14.8% | +14.9% |
| YTD | +23.4% | -27.7% | +51.1% | +32.8% |
| 1Y | +25.8% | -23.7% | +49.5% | +33.4% |
| 3Y | +17.8% | -19.4% | +37.3% | +22.1% |
| 5Y | -20.2% | -33.3% | +13.2% | -14.2% |
| 10Y | +49.6% | +24.0% | +25.6% | +34.8% |
| All | +3,372.6% | +3,130.4% | +242.2% | +1,502.6% |
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