-0.7%
PFE vs MCO
+42.5%
-43.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | -4.3% | -3.1% | -1.1% | -3.6% |
| 30D | +2.7% | -0.5% | +3.2% | +2.8% |
| 3M | +10.0% | +5.7% | +4.3% | +8.2% |
| 6M | +7.2% | +3.0% | +4.1% | +5.9% |
| YTD | +17.3% | -6.5% | +23.8% | +18.9% |
| 1Y | +20.3% | -5.8% | +26.1% | +21.4% |
| All | -0.7% | +42.5% | -43.2% | -14.2% |
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