+26.6%
PFE vs MP
-37.2%
+63.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.6% | -1.6% |
| 7D | -3.7% | -10.5% | +6.8% | -3.9% |
| 30D | +5.0% | -23.5% | +28.5% | +4.6% |
| 3M | +12.2% | -25.4% | +37.6% | +11.9% |
| 6M | +14.6% | -51.3% | +65.8% | +13.5% |
| YTD | +24.1% | -29.9% | +54.0% | +23.8% |
| 1Y | +26.6% | -31.8% | +58.4% | +26.4% |
| All | +26.6% | -37.2% | +63.8% | +26.4% |
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