+206.5%
PFE vs MSCI
+3,169.6%
-2,963.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.2% | -2.4% |
| 7D | -0.2% | +6.0% | -6.3% | -1.4% |
| 30D | +8.7% | +18.2% | -9.5% | +4.9% |
| 3M | +15.8% | +15.1% | +0.7% | +12.3% |
| 6M | +16.8% | +13.7% | +3.1% | +13.2% |
| YTD | +26.2% | +15.6% | +10.6% | +21.3% |
| 1Y | +29.9% | +16.3% | +13.6% | +24.7% |
| 3Y | +15.9% | +36.9% | -21.0% | +5.6% |
| 5Y | -20.6% | +6.3% | -26.9% | -25.5% |
| 10Y | +65.4% | +823.0% | -757.6% | -9.0% |
| All | +206.5% | +3,169.6% | -2,963.1% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling