+3,280.0%
PFE vs MAS
+1,430.5%
+1,849.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.2% |
| 6M | +10.5% | +7.2% | +3.3% | +8.0% |
| YTD | +20.2% | +16.1% | +4.0% | +15.4% |
| 1Y | +24.1% | +0.1% | +24.0% | +22.6% |
| 3Y | -3.6% | +28.3% | -31.9% | -10.3% |
| 5Y | -20.9% | +30.5% | -51.3% | -27.8% |
| 10Y | +35.8% | +139.1% | -103.3% | +6.8% |
| All | +3,280.0% | +1,430.5% | +1,849.5% | +1,561.7% |
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