+3,558.0%
PFE vs MAS
+1,727.7%
+1,830.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -3.0% | +1.5% |
| 7D | +4.6% | +14.2% | -9.6% | +1.8% |
| 30D | +12.3% | +26.8% | -14.5% | +7.1% |
| 3M | +21.2% | +13.1% | +8.0% | +18.0% |
| 6M | +21.1% | +27.9% | -6.8% | +14.5% |
| YTD | +30.0% | +38.7% | -8.6% | +20.4% |
| 1Y | +35.6% | +40.4% | -4.8% | +25.2% |
| 3Y | +19.5% | +66.1% | -46.6% | +5.5% |
| 5Y | -9.3% | +47.4% | -56.7% | -19.3% |
| 10Y | +70.4% | +238.3% | -168.0% | +25.3% |
| All | +3,558.0% | +1,727.7% | +1,830.2% | +1,634.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling