+3,280.0%
PFE vs MTB
+8,294.1%
-5,014.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +1.8% | +1.7% | 0.0% | +1.3% |
| 30D | +10.2% | -4.2% | +14.4% | +11.4% |
| 3M | +12.7% | +8.9% | +3.8% | +10.1% |
| 6M | +10.5% | +10.9% | -0.3% | +7.4% |
| YTD | +20.2% | +21.5% | -1.3% | +13.8% |
| 1Y | +24.1% | +21.9% | +2.1% | +17.3% |
| 3Y | -3.6% | +109.2% | -112.8% | -22.1% |
| 5Y | -20.9% | +102.0% | -122.8% | -37.6% |
| 10Y | +35.8% | +171.9% | -136.1% | -8.1% |
| All | +3,280.0% | +8,294.1% | -5,014.1% | +718.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling