+158.6%
PFE vs MAR
+2,498.9%
-2,340.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +1.8% | -4.2% | +5.9% | +2.6% |
| 30D | +10.2% | -6.7% | +16.9% | +11.8% |
| 3M | +12.7% | -12.5% | +25.2% | +15.7% |
| 6M | +10.5% | +0.6% | +10.0% | +10.0% |
| YTD | +20.2% | +9.1% | +11.0% | +17.4% |
| 1Y | +24.1% | +26.2% | -2.1% | +17.2% |
| 3Y | -3.6% | +68.2% | -71.7% | -15.3% |
| 5Y | -20.9% | +163.9% | -184.8% | -38.7% |
| 10Y | +35.8% | +420.6% | -384.7% | -17.1% |
| All | +158.6% | +2,498.9% | -2,340.3% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling