+27.8%
PFE vs MP
+291.5%
-263.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | +0.2% |
| 7D | -1.7% | +9.5% | -11.2% | -1.8% |
| 30D | +0.3% | -3.0% | +3.3% | +0.4% |
| 3M | +9.4% | -30.4% | +39.7% | +9.8% |
| 6M | +14.9% | -39.2% | +54.1% | +15.4% |
| YTD | +23.8% | -23.3% | +47.1% | +23.8% |
| 1Y | +19.5% | -32.6% | +52.2% | +19.7% |
| 3Y | +21.0% | +159.3% | -138.2% | +16.4% |
| 5Y | -23.9% | -16.4% | -7.4% | -26.3% |
| All | +27.8% | +291.5% | -263.8% | +11.6% |
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