-23.8%
PFE vs MSI
+124.3%
-148.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -1.7% | +3.2% | -4.9% | -2.3% |
| 30D | +0.3% | +17.6% | -17.2% | -2.7% |
| 3M | +9.4% | +14.5% | -5.1% | +6.6% |
| 6M | +14.9% | +34.3% | -19.4% | +8.4% |
| YTD | +23.8% | +39.7% | -15.9% | +15.4% |
| 1Y | +19.5% | +40.2% | -20.6% | +11.3% |
| 3Y | +21.0% | +77.1% | -56.1% | +4.8% |
| All | -23.8% | +124.3% | -148.1% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling