+79.1%
PFE vs MKSI
+1,773.7%
-1,694.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.5% |
| 7D | -1.7% | +12.2% | -13.9% | -2.9% |
| 30D | +0.3% | -8.0% | +8.4% | +0.8% |
| 3M | +9.4% | -29.5% | +38.9% | +12.5% |
| 6M | +14.9% | -31.9% | +46.8% | +17.4% |
| YTD | +23.8% | +35.3% | -11.5% | +16.9% |
| 1Y | +19.5% | +50.3% | -30.7% | +11.5% |
| 3Y | +21.0% | +216.4% | -195.4% | +0.8% |
| 5Y | -23.9% | +34.4% | -58.3% | -32.0% |
| 10Y | +47.8% | +348.6% | -300.8% | +11.1% |
| All | +79.1% | +1,773.7% | -1,694.6% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling