+32.8%
PFE vs MKSI
+524.1%
-491.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | 0.0% |
| 7D | -2.6% | +2.7% | -5.3% | -2.8% |
| 30D | +5.4% | -12.8% | +18.2% | +6.6% |
| 3M | +7.8% | -22.5% | +30.3% | +9.4% |
| 6M | +5.0% | +19.4% | -14.4% | +1.1% |
| YTD | +17.1% | +67.7% | -50.7% | +8.0% |
| 1Y | +19.3% | +131.4% | -112.1% | +5.6% |
| 3Y | -0.9% | +197.3% | -198.3% | -17.9% |
| 5Y | -20.8% | +87.0% | -107.7% | -32.2% |
| All | +32.8% | +524.1% | -491.3% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling