+1,928.5%
PFE vs MS
+5,117.3%
-3,188.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.9% | +3.0% | -1.8% |
| 7D | -0.2% | -3.4% | +3.2% | +0.4% |
| 30D | +8.7% | -3.9% | +12.6% | +9.4% |
| 3M | +15.8% | -15.9% | +31.7% | +19.6% |
| 6M | +16.8% | -2.5% | +19.3% | +16.8% |
| YTD | +26.2% | +5.1% | +21.1% | +23.8% |
| 1Y | +29.9% | +13.0% | +17.0% | +25.6% |
| 3Y | +15.9% | +160.7% | -144.7% | -6.9% |
| 5Y | -20.6% | +114.0% | -134.6% | -34.5% |
| 10Y | +65.4% | +637.5% | -572.1% | +2.3% |
| All | +1,928.5% | +5,117.3% | -3,188.9% | +482.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling