+20.3%
PFE vs MTB
+22.9%
-2.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -4.3% | +1.1% | -5.3% | -4.4% |
| 30D | +2.7% | -4.6% | +7.3% | +3.4% |
| 3M | +10.0% | +6.3% | +3.7% | +8.5% |
| 6M | +7.2% | +15.6% | -8.4% | +3.9% |
| YTD | +17.3% | +20.6% | -3.2% | +11.6% |
| 1Y | +20.3% | +22.5% | -2.2% | +11.9% |
| All | +20.3% | +22.9% | -2.6% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling