+28.1%
PFE vs MP
+257.7%
-229.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.6% | -1.7% |
| 7D | -3.7% | -10.5% | +6.8% | -3.6% |
| 30D | +5.0% | -23.5% | +28.5% | +5.3% |
| 3M | +12.2% | -25.4% | +37.6% | +12.5% |
| 6M | +14.6% | -51.3% | +65.8% | +15.5% |
| YTD | +24.1% | -29.9% | +54.0% | +24.3% |
| 1Y | +26.6% | -31.8% | +58.4% | +26.6% |
| 3Y | +14.3% | +127.0% | -112.7% | +10.2% |
| 5Y | -21.9% | -3.3% | -18.6% | -24.2% |
| All | +28.1% | +257.7% | -229.6% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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