-23.8%
PFE vs MKSI
+33.5%
-57.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | -1.7% | +12.2% | -13.9% | -2.3% |
| 30D | +0.3% | -8.0% | +8.4% | +0.6% |
| 3M | +9.4% | -29.5% | +38.9% | +11.2% |
| 6M | +14.9% | -31.9% | +46.8% | +16.1% |
| YTD | +23.8% | +35.3% | -11.5% | +17.9% |
| 1Y | +19.5% | +50.3% | -30.7% | +12.8% |
| 3Y | +21.0% | +216.4% | -195.4% | +4.8% |
| All | -23.8% | +33.5% | -57.2% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling