-21.5%
PFE vs MP
-13.8%
-7.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.2% |
| 7D | -0.7% | -3.6% | +2.9% | -0.6% |
| 30D | +5.3% | -21.0% | +26.3% | +5.8% |
| 3M | +10.1% | -33.3% | +43.4% | +10.9% |
| 6M | +18.0% | -45.9% | +64.0% | +19.2% |
| YTD | +25.8% | -27.8% | +53.6% | +25.9% |
| 1Y | +28.4% | -43.2% | +71.6% | +29.2% |
| 3Y | +20.9% | +144.0% | -123.1% | +12.4% |
| 5Y | -21.5% | -6.1% | -15.4% | -23.0% |
| All | -21.5% | -13.8% | -7.7% | -23.0% |
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