+0.7%
PFE vs MTB
+116.9%
-116.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +1.8% | +1.7% | 0.0% | +1.4% |
| 30D | +10.2% | -4.2% | +14.4% | +11.0% |
| 3M | +12.7% | +8.9% | +3.8% | +10.8% |
| 6M | +10.5% | +10.9% | -0.3% | +8.2% |
| YTD | +20.2% | +21.5% | -1.3% | +15.4% |
| 1Y | +24.1% | +21.9% | +2.1% | +18.9% |
| All | +0.7% | +116.9% | -116.2% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling