+32.8%
PFE vs MKTX
+5.0%
+27.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -2.6% | -0.2% | -2.3% | -2.5% |
| 30D | +5.4% | +0.7% | +4.6% | +5.3% |
| 3M | +7.8% | +40.8% | -33.0% | +2.8% |
| 6M | +5.0% | -8.0% | +13.0% | +5.7% |
| YTD | +17.1% | -8.7% | +25.8% | +17.9% |
| 1Y | +19.3% | -11.8% | +31.2% | +20.5% |
| 3Y | -0.9% | -24.0% | +23.1% | +0.4% |
| 5Y | -20.8% | -60.3% | +39.5% | -13.3% |
| All | +32.8% | +5.0% | +27.8% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling