-20.7%
PFE vs MSI
+103.4%
-124.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.1% |
| 7D | +1.8% | -3.7% | +5.4% | +2.4% |
| 30D | +10.2% | +6.8% | +3.4% | +8.8% |
| 3M | +12.7% | +14.3% | -1.6% | +9.8% |
| 6M | +10.5% | -1.6% | +12.1% | +10.6% |
| YTD | +20.2% | +22.8% | -2.6% | +14.9% |
| 1Y | +24.1% | -1.1% | +25.2% | +24.1% |
| 3Y | -3.6% | +70.5% | -74.0% | -16.0% |
| All | -20.7% | +103.4% | -124.1% | -37.4% |
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