-21.5%
PFE vs MSI
+118.7%
-140.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.6% |
| 7D | -3.7% | +4.7% | -8.4% | -4.5% |
| 30D | +5.0% | +14.8% | -9.8% | +2.3% |
| 3M | +12.2% | +8.8% | +3.4% | +10.3% |
| 6M | +14.6% | +19.3% | -4.7% | +10.5% |
| YTD | +24.1% | +35.3% | -11.2% | +16.5% |
| 1Y | +26.6% | +33.8% | -7.2% | +19.0% |
| 3Y | +14.3% | +74.4% | -60.1% | -0.7% |
| All | -21.5% | +118.7% | -140.2% | -37.2% |
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