+35.8%
PFE vs MS
+802.6%
-766.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +1.8% | +1.4% | +0.4% | +1.4% |
| 30D | +10.2% | -0.3% | +10.5% | +10.2% |
| 3M | +12.7% | +0.3% | +12.4% | +12.2% |
| 6M | +10.5% | +31.3% | -20.8% | +2.8% |
| YTD | +20.2% | +24.7% | -4.5% | +12.9% |
| 1Y | +24.1% | +47.9% | -23.9% | +11.4% |
| 3Y | -3.6% | +178.3% | -181.9% | -28.1% |
| 5Y | -20.9% | +144.9% | -165.8% | -40.1% |
| All | +35.8% | +802.6% | -766.7% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling