+3,201.5%
PFE vs MRSH
+3,332.0%
-130.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.3% |
| 7D | -2.7% | -3.8% | +1.1% | -1.3% |
| 30D | +3.8% | -5.8% | +9.7% | +6.1% |
| 3M | +10.4% | +11.7% | -1.3% | +5.7% |
| 6M | +6.3% | -0.3% | +6.6% | +5.7% |
| YTD | +17.4% | -1.1% | +18.5% | +16.7% |
| 1Y | +21.1% | -9.5% | +30.6% | +24.1% |
| 3Y | -1.6% | -2.6% | +1.0% | -2.5% |
| 5Y | -22.2% | +22.7% | -44.9% | -30.0% |
| 10Y | +32.9% | +214.6% | -181.7% | -17.1% |
| All | +3,201.5% | +3,332.0% | -130.5% | +561.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling