-20.6%
PFE vs MAS
+41.7%
-62.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.5% | -2.3% |
| 7D | -0.2% | +4.6% | -4.8% | -1.1% |
| 30D | +8.7% | +19.9% | -11.2% | +4.9% |
| 3M | +15.8% | +8.9% | +6.9% | +13.7% |
| 6M | +16.8% | +20.2% | -3.3% | +12.0% |
| YTD | +26.2% | +33.9% | -7.7% | +17.4% |
| 1Y | +29.9% | +34.7% | -4.7% | +20.7% |
| 3Y | +15.9% | +60.4% | -44.5% | +3.4% |
| 5Y | -20.6% | +43.5% | -64.1% | -30.1% |
| All | -20.6% | +41.7% | -62.3% | -30.1% |
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