-20.6%
PFE vs MP
-13.9%
-6.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.0% | +3.1% | -2.9% |
| 7D | -0.2% | -19.0% | +18.7% | +0.1% |
| 30D | +8.7% | -30.5% | +39.1% | +9.3% |
| 3M | +15.8% | -29.6% | +45.3% | +16.4% |
| 6M | +16.8% | -50.4% | +67.3% | +18.1% |
| YTD | +26.2% | -33.2% | +59.4% | +26.5% |
| 1Y | +29.9% | -38.6% | +68.5% | +30.3% |
| 3Y | +15.9% | +105.5% | -89.6% | +9.1% |
| 5Y | -20.6% | -7.8% | -12.8% | -20.9% |
| All | -20.6% | -13.9% | -6.7% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling