+16.2%
PFE vs MPC
+163.4%
-147.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +1.0% | -2.7% |
| 7D | -0.2% | -12.8% | +12.5% | +0.5% |
| 30D | +8.7% | -12.7% | +21.4% | +9.3% |
| 3M | +15.8% | +27.1% | -11.3% | +13.3% |
| 6M | +16.8% | +45.8% | -28.9% | +12.8% |
| YTD | +26.2% | +134.7% | -108.5% | +15.1% |
| 1Y | +29.9% | +106.0% | -76.1% | +20.4% |
| All | +16.2% | +163.4% | -147.1% | +5.1% |
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