+1,990.3%
PFE vs MS
+5,447.1%
-3,456.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +1.8% |
| 7D | +4.6% | +2.6% | +1.9% | +4.0% |
| 30D | +12.3% | +2.6% | +9.7% | +11.6% |
| 3M | +21.2% | -10.1% | +31.3% | +23.6% |
| 6M | +21.1% | +4.4% | +16.7% | +19.4% |
| YTD | +30.0% | +11.7% | +18.3% | +26.1% |
| 1Y | +35.6% | +20.9% | +14.6% | +29.3% |
| 3Y | +19.5% | +177.1% | -157.7% | -5.2% |
| 5Y | -9.3% | +127.7% | -137.1% | -26.1% |
| 10Y | +70.4% | +684.1% | -613.7% | +4.1% |
| All | +1,990.3% | +5,447.1% | -3,456.8% | +492.9% |
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