-21.0%
PFE vs MKSI
+81.7%
-102.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | -4.0% | +4.9% | -8.9% | -4.3% |
| 30D | +3.9% | -11.0% | +14.8% | +4.5% |
| 3M | +9.9% | -17.1% | +27.0% | +10.2% |
| 6M | +5.3% | +16.4% | -11.1% | +2.5% |
| YTD | +16.8% | +64.3% | -47.5% | +10.2% |
| 1Y | +20.4% | +137.7% | -117.3% | +10.0% |
| 3Y | -2.1% | +189.1% | -191.2% | -14.4% |
| 5Y | -21.0% | +83.1% | -104.1% | -33.9% |
| All | -21.0% | +81.7% | -102.6% | -33.9% |
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