+21.0%
PFE vs MAR
+120.6%
-99.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -1.7% | +1.6% | -3.3% | -2.0% |
| 30D | +0.3% | +13.8% | -13.5% | -2.1% |
| 3M | +9.4% | +20.3% | -10.9% | +5.6% |
| 6M | +14.9% | +21.3% | -6.4% | +10.4% |
| YTD | +23.8% | +37.2% | -13.4% | +16.0% |
| 1Y | +19.5% | +48.4% | -28.9% | +10.3% |
| 3Y | +21.0% | +120.1% | -99.1% | +14.1% |
| All | +21.0% | +120.6% | -99.6% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling