-20.7%
PFE vs MS
+145.3%
-166.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +1.8% | +1.4% | +0.4% | +1.5% |
| 30D | +10.2% | -0.3% | +10.5% | +10.2% |
| 3M | +12.7% | +0.3% | +12.4% | +12.4% |
| 6M | +10.5% | +31.3% | -20.8% | +5.1% |
| YTD | +20.2% | +24.7% | -4.5% | +15.0% |
| 1Y | +24.1% | +47.9% | -23.9% | +15.0% |
| 3Y | -3.6% | +178.3% | -181.9% | -21.9% |
| All | -20.7% | +145.3% | -166.0% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling