+1,831.4%
PFE vs MS
+6,088.6%
-4,257.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.3% |
| 6M | +10.5% | +31.3% | -20.8% | +4.1% |
| YTD | +20.2% | +24.7% | -4.5% | +14.1% |
| 1Y | +24.1% | +47.9% | -23.9% | +13.6% |
| 3Y | -3.6% | +178.3% | -181.9% | -23.5% |
| 5Y | -20.9% | +144.9% | -165.8% | -36.5% |
| 10Y | +35.8% | +804.5% | -768.7% | -19.2% |
| All | +1,831.4% | +6,088.6% | -4,257.2% | +436.7% |
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