+21.0%
PFE vs MCO
+51.9%
-30.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.7% | +0.5% | -2.2% | -1.8% |
| 30D | +0.3% | +9.8% | -9.5% | -1.8% |
| 3M | +9.4% | +4.3% | +5.1% | +8.2% |
| 6M | +14.9% | +16.5% | -1.6% | +10.5% |
| YTD | +23.8% | +0.1% | +23.6% | +23.4% |
| 1Y | +19.5% | +4.4% | +15.1% | +17.7% |
| 3Y | +21.0% | +51.6% | -30.5% | +18.9% |
| All | +21.0% | +51.9% | -30.9% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling