+48.8%
PFE vs MS
+549.7%
-500.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -1.7% | +5.1% | -6.8% | -2.8% |
| 30D | +0.3% | +5.7% | -5.3% | -1.0% |
| 3M | +9.4% | -12.2% | +21.5% | +12.4% |
| 6M | +14.9% | -0.5% | +15.4% | +14.3% |
| YTD | +23.8% | +9.8% | +14.0% | +19.7% |
| 1Y | +19.5% | +17.7% | +1.8% | +13.6% |
| 3Y | +21.0% | +176.8% | -155.8% | -9.2% |
| 5Y | -23.9% | +123.7% | -147.6% | -40.8% |
| All | +48.8% | +549.7% | -500.9% | -13.0% |
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