+60.6%
PFE vs CB
+248.0%
-187.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.1% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | +5.0% | +9.1% | -4.1% | +2.2% |
| 3M | +12.2% | +3.4% | +8.8% | +10.9% |
| 6M | +14.6% | +14.1% | +0.5% | +9.6% |
| YTD | +24.1% | +18.0% | +6.1% | +17.3% |
| 1Y | +26.6% | +30.1% | -3.6% | +15.9% |
| 3Y | +14.3% | +71.8% | -57.5% | -4.9% |
| 5Y | -21.9% | +101.8% | -123.7% | -38.9% |
| All | +60.6% | +248.0% | -187.4% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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