-20.2%
PFE vs CB
+102.8%
-123.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -4.7% | -1.5% | -3.2% | -4.3% |
| 30D | +3.4% | +6.5% | -3.2% | +1.6% |
| 3M | +9.2% | +4.1% | +5.2% | +8.0% |
| 6M | +15.8% | +14.4% | +1.4% | +11.1% |
| YTD | +23.4% | +17.5% | +5.9% | +17.3% |
| 1Y | +25.8% | +27.5% | -1.7% | +16.6% |
| 3Y | +17.8% | +71.6% | -53.8% | -0.9% |
| 5Y | -20.2% | +100.6% | -120.8% | -32.9% |
| All | -20.2% | +102.8% | -123.0% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling