+35.6%
PFE vs MSI
+595.6%
-560.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.0% |
| 7D | +1.8% | -3.7% | +5.4% | +2.8% |
| 30D | +10.2% | +6.8% | +3.4% | +8.2% |
| 3M | +12.7% | +14.3% | -1.6% | +8.5% |
| 6M | +10.5% | -1.6% | +12.1% | +10.5% |
| YTD | +20.2% | +22.8% | -2.6% | +12.7% |
| 1Y | +24.1% | -1.1% | +25.2% | +23.5% |
| 3Y | -3.6% | +70.5% | -74.0% | -19.5% |
| 5Y | -20.9% | +102.8% | -123.7% | -38.6% |
| All | +35.6% | +595.6% | -560.1% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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