-21.4%
PFE vs MCO
+29.3%
-50.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.4% |
| 6M | +7.2% | +3.0% | +4.1% | +6.1% |
| YTD | +17.3% | -6.5% | +23.8% | +18.5% |
| 1Y | +20.3% | -5.8% | +26.1% | +21.1% |
| 3Y | -1.6% | +43.1% | -44.7% | -10.7% |
| 5Y | -21.4% | +29.5% | -50.8% | -34.2% |
| All | -21.4% | +29.3% | -50.7% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling