+73.8%
PFE vs MKSI
+2,161.7%
-2,087.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.7% |
| 7D | +1.8% | +1.8% | 0.0% | +1.5% |
| 30D | +10.2% | -16.8% | +27.0% | +12.1% |
| 3M | +12.7% | -21.1% | +33.8% | +14.1% |
| 6M | +10.5% | +10.8% | -0.3% | +7.6% |
| YTD | +20.2% | +63.3% | -43.2% | +11.9% |
| 1Y | +24.1% | +157.0% | -132.9% | +9.6% |
| 3Y | -3.6% | +163.7% | -167.3% | -17.5% |
| 5Y | -20.9% | +82.0% | -102.8% | -31.1% |
| 10Y | +35.8% | +467.2% | -431.4% | +0.2% |
| All | +73.8% | +2,161.7% | -2,087.9% | +5.1% |
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