-1.2%
PFE vs MRSH
-4.7%
+3.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -4.0% | -5.9% | +1.9% | -2.4% |
| 30D | +3.9% | -7.3% | +11.2% | +6.0% |
| 3M | +9.9% | +6.7% | +3.2% | +7.8% |
| 6M | +5.3% | +3.0% | +2.3% | +4.0% |
| YTD | +16.8% | -2.9% | +19.7% | +17.1% |
| 1Y | +20.4% | -9.0% | +29.4% | +23.1% |
| All | -1.2% | -4.7% | +3.5% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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