-2.5%
PFE vs MAS
+29.0%
-31.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.6% |
| 7D | +1.8% | -0.8% | +2.5% | +1.9% |
| 30D | +10.2% | -5.6% | +15.8% | +11.4% |
| 3M | +12.7% | +4.4% | +8.2% | +10.9% |
| 6M | +10.5% | +7.2% | +3.3% | +7.8% |
| YTD | +20.2% | +16.1% | +4.0% | +14.5% |
| 1Y | +24.1% | +0.1% | +24.0% | +22.5% |
| All | -2.5% | +29.0% | -31.5% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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