+165.7%
PFE vs MAR
+3,121.8%
-2,956.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -4.7% | +0.2% | -4.9% | -4.7% |
| 30D | +3.4% | +14.0% | -10.7% | +0.5% |
| 3M | +9.2% | +18.1% | -8.9% | +5.3% |
| 6M | +15.8% | +18.6% | -2.8% | +11.3% |
| YTD | +23.4% | +35.3% | -11.8% | +15.1% |
| 1Y | +25.8% | +44.5% | -18.6% | +15.6% |
| 3Y | +17.8% | +120.7% | -102.9% | -2.3% |
| 5Y | -20.2% | +164.1% | -184.3% | -37.9% |
| 10Y | +49.6% | +515.5% | -465.9% | -11.8% |
| All | +165.7% | +3,121.8% | -2,956.1% | -17.7% |
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