-9.3%
PFE vs MAS
+48.4%
-57.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -3.0% | +1.6% |
| 7D | +4.6% | +14.2% | -9.6% | +1.9% |
| 30D | +12.3% | +26.8% | -14.5% | +7.3% |
| 3M | +21.2% | +13.1% | +8.0% | +18.2% |
| 6M | +21.1% | +27.9% | -6.8% | +14.6% |
| YTD | +30.0% | +38.7% | -8.6% | +20.3% |
| 1Y | +35.6% | +40.4% | -4.8% | +25.0% |
| 3Y | +19.5% | +66.1% | -46.6% | +6.1% |
| 5Y | -9.3% | +47.4% | -56.7% | -20.1% |
| All | -9.3% | +48.4% | -57.7% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling