+48.8%
PFE vs MSCI
+811.9%
-763.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -1.7% | +3.0% | -4.7% | -2.3% |
| 30D | +0.3% | +17.8% | -17.4% | -2.8% |
| 3M | +9.4% | +15.2% | -5.8% | +6.3% |
| 6M | +14.9% | +16.5% | -1.6% | +11.1% |
| YTD | +23.8% | +16.4% | +7.4% | +19.2% |
| 1Y | +19.5% | +16.8% | +2.7% | +15.0% |
| 3Y | +21.0% | +35.8% | -14.7% | +11.1% |
| 5Y | -23.9% | +7.0% | -30.8% | -28.3% |
| All | +48.8% | +811.9% | -763.1% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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