+3,439.0%
PFE vs MTB
+7,621.0%
-4,182.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | +5.3% | +1.4% | +3.9% | +4.9% |
| 3M | +10.1% | -11.6% | +21.7% | +13.5% |
| 6M | +18.0% | +5.4% | +12.6% | +16.2% |
| YTD | +25.8% | +11.7% | +14.1% | +21.7% |
| 1Y | +28.4% | +20.5% | +7.9% | +21.8% |
| 3Y | +20.9% | +104.5% | -83.6% | -1.7% |
| 5Y | -21.5% | +65.1% | -86.6% | -34.6% |
| 10Y | +46.2% | +119.5% | -73.3% | +4.7% |
| All | +3,439.0% | +7,621.0% | -4,182.0% | +775.1% |
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