-23.8%
PFE vs MPC
+600.5%
-624.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -1.7% | +11.2% | -12.9% | -2.4% |
| 30D | +0.3% | -14.5% | +14.8% | +1.4% |
| 3M | +9.4% | +16.7% | -7.3% | +7.8% |
| 6M | +14.9% | +67.6% | -52.7% | +9.5% |
| YTD | +23.8% | +157.9% | -134.1% | +12.4% |
| 1Y | +19.5% | +116.7% | -97.1% | +10.6% |
| 3Y | +21.0% | +199.8% | -178.7% | +6.9% |
| All | -23.8% | +600.5% | -624.2% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling