+23.4%
PFE vs MSI
+77.7%
-54.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | -3.0% | +7.7% | -10.6% | -3.9% |
| 30D | +5.2% | +19.9% | -14.7% | +2.8% |
| 3M | +12.2% | +14.9% | -2.7% | +10.2% |
| 6M | +17.8% | +37.2% | -19.4% | +13.0% |
| YTD | +26.2% | +40.8% | -14.6% | +20.3% |
| 1Y | +23.2% | +38.1% | -15.0% | +17.7% |
| All | +23.4% | +77.7% | -54.3% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling