+21.5%
PFE vs MP
-40.8%
+62.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -3.0% | +2.3% | -5.2% | -2.9% |
| 30D | +5.2% | -15.3% | +20.5% | +5.0% |
| 3M | +12.2% | -33.5% | +45.8% | +12.0% |
| 6M | +17.8% | -45.5% | +63.3% | +17.2% |
| YTD | +26.2% | -27.3% | +53.5% | +25.1% |
| All | +21.5% | -40.8% | +62.2% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling