+1,326.0%
PFE vs MCO
+7,698.6%
-6,372.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | +1.8% | -4.2% | +5.9% | +2.8% |
| 30D | +10.2% | +2.2% | +8.0% | +9.6% |
| 3M | +12.7% | +10.1% | +2.6% | +9.7% |
| 6M | +10.5% | +5.3% | +5.3% | +8.7% |
| YTD | +20.2% | -2.7% | +22.9% | +20.0% |
| 1Y | +24.1% | -0.4% | +24.4% | +23.0% |
| 3Y | -3.6% | +49.0% | -52.6% | -14.4% |
| 5Y | -20.9% | +33.6% | -54.5% | -29.1% |
| 10Y | +35.8% | +395.3% | -359.5% | -14.9% |
| All | +1,326.0% | +7,698.6% | -6,372.6% | +323.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling