+191.9%
PFE vs MSCI
+2,756.4%
-2,564.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | +10.2% | +0.6% | +9.7% | +10.0% |
| 3M | +12.7% | -7.1% | +19.8% | +14.0% |
| 6M | +10.5% | +0.8% | +9.7% | +9.8% |
| YTD | +20.2% | +1.0% | +19.2% | +18.9% |
| 1Y | +24.1% | +4.3% | +19.7% | +21.6% |
| 3Y | -3.6% | +9.9% | -13.5% | -7.9% |
| 5Y | -20.9% | -6.8% | -14.1% | -23.7% |
| 10Y | +35.8% | +614.7% | -578.8% | -21.0% |
| All | +191.9% | +2,756.4% | -2,564.5% | +18.4% |
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