+3,391.6%
PFE vs MTB
+7,521.0%
-4,129.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -3.7% | -1.3% | -2.4% | -3.4% |
| 30D | +5.0% | +0.5% | +4.4% | +4.8% |
| 3M | +12.2% | -12.4% | +24.6% | +15.9% |
| 6M | +14.6% | +1.5% | +13.1% | +13.9% |
| YTD | +24.1% | +10.3% | +13.8% | +20.5% |
| 1Y | +26.6% | +22.2% | +4.4% | +19.6% |
| 3Y | +14.3% | +96.9% | -82.6% | -6.2% |
| 5Y | -21.9% | +64.3% | -86.2% | -34.8% |
| 10Y | +62.6% | +137.8% | -75.2% | +13.9% |
| All | +3,391.6% | +7,521.0% | -4,129.3% | +766.4% |
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