+60.6%
PFE vs MS
+616.2%
-555.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -3.7% | -1.6% | -2.2% | -3.4% |
| 30D | +5.0% | -3.8% | +8.7% | +5.8% |
| 3M | +12.2% | -14.6% | +26.8% | +16.1% |
| 6M | +14.6% | -5.1% | +19.6% | +15.2% |
| YTD | +24.1% | +4.5% | +19.6% | +21.3% |
| 1Y | +26.6% | +13.5% | +13.0% | +21.2% |
| 3Y | +14.3% | +160.4% | -146.1% | -13.5% |
| 5Y | -21.9% | +112.9% | -134.8% | -38.9% |
| All | +60.6% | +616.2% | -555.5% | -26.3% |
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