+35.3%
PFE vs MAR
+415.4%
-380.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.0% |
| 7D | -2.7% | -1.7% | -0.9% | -2.4% |
| 30D | +3.8% | -6.9% | +10.8% | +4.8% |
| 3M | +10.4% | -15.8% | +26.2% | +12.7% |
| 6M | +6.3% | +1.9% | +4.3% | +5.8% |
| YTD | +17.4% | +6.6% | +10.8% | +16.1% |
| 1Y | +21.1% | +23.7% | -2.5% | +17.6% |
| 3Y | -1.6% | +64.6% | -66.2% | -8.1% |
| 5Y | -22.2% | +156.4% | -178.5% | -31.9% |
| All | +35.3% | +415.4% | -380.1% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling