+14.3%
PFE vs MPC
+160.2%
-145.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.6% |
| 7D | -3.7% | -16.2% | +12.5% | -2.8% |
| 30D | +5.0% | -15.7% | +20.7% | +5.9% |
| 3M | +12.2% | +24.9% | -12.7% | +9.9% |
| 6M | +14.6% | +52.7% | -38.1% | +10.1% |
| YTD | +24.1% | +131.9% | -107.7% | +13.3% |
| 1Y | +26.6% | +96.6% | -70.1% | +17.8% |
| 3Y | +14.3% | +163.8% | -149.5% | +3.5% |
| All | +14.3% | +160.2% | -145.9% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling