+19.3%
PFE vs MCO
-5.7%
+25.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | 0.0% |
| 7D | -2.6% | -3.8% | +1.2% | -2.0% |
| 30D | +5.4% | -0.4% | +5.8% | +5.4% |
| 3M | +7.8% | +7.7% | +0.1% | +6.6% |
| 6M | +5.0% | +7.0% | -2.0% | +3.7% |
| YTD | +17.1% | -6.4% | +23.5% | +19.0% |
| 1Y | +19.3% | -7.6% | +27.0% | +20.4% |
| All | +19.3% | -5.7% | +25.0% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling