+50.7%
PFE vs MPC
+1,145.2%
-1,094.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | -0.1% |
| 7D | -3.0% | +2.6% | -5.5% | -3.3% |
| 30D | +5.2% | -12.2% | +17.4% | +6.8% |
| 3M | +12.2% | +20.1% | -7.8% | +9.0% |
| 6M | +17.8% | +60.6% | -42.8% | +9.5% |
| YTD | +26.2% | +150.6% | -124.4% | +9.3% |
| 1Y | +23.2% | +104.7% | -81.5% | +9.9% |
| 3Y | +21.3% | +194.5% | -173.2% | +0.9% |
| 5Y | -23.1% | +582.3% | -605.4% | -44.8% |
| 10Y | +50.7% | +1,135.3% | -1,084.6% | -0.3% |
| All | +50.7% | +1,145.2% | -1,094.5% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling