-23.8%
PFE vs MCO
+36.6%
-60.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.6% |
| YTD | +23.8% | +0.1% | +23.6% | +23.1% |
| 1Y | +19.5% | +4.4% | +15.1% | +17.5% |
| 3Y | +21.0% | +51.6% | -30.5% | +8.2% |
| All | -23.8% | +36.6% | -60.4% | -38.9% |
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 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