+14.3%
PFE vs MP
+114.3%
-100.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.2% |
| 3M | +12.2% | -25.4% | +37.6% | +12.5% |
| 6M | +14.6% | -51.3% | +65.8% | +15.3% |
| YTD | +24.1% | -29.9% | +54.0% | +24.1% |
| 1Y | +26.6% | -31.8% | +58.4% | +26.5% |
| 3Y | +14.3% | +127.0% | -112.7% | +8.6% |
| All | +14.3% | +114.3% | -100.0% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling