+32.8%
PFE vs MCO
+393.6%
-360.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | -0.2% |
| 7D | -2.6% | -3.8% | +1.2% | -1.5% |
| 30D | +5.4% | -0.4% | +5.8% | +5.4% |
| 3M | +7.8% | +7.7% | +0.1% | +5.3% |
| 6M | +5.0% | +7.0% | -2.0% | +2.6% |
| YTD | +17.1% | -6.4% | +23.5% | +18.3% |
| 1Y | +19.3% | -7.6% | +27.0% | +20.8% |
| 3Y | -0.9% | +43.2% | -44.2% | -12.9% |
| 5Y | -20.8% | +29.6% | -50.3% | -29.8% |
| All | +32.8% | +393.6% | -360.8% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling