+7.0%
PFE vs COMP
-52.8%
+59.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -2.0% |
| 7D | -2.1% | +8.9% | -11.0% | -2.4% |
| 30D | +3.1% | +14.0% | -10.9% | +2.7% |
| 3M | +11.2% | -21.1% | +32.3% | +11.8% |
| 6M | +15.0% | +20.1% | -5.0% | +14.2% |
| YTD | +23.5% | -5.0% | +28.6% | +23.0% |
| 1Y | +18.9% | +5.7% | +13.2% | +18.0% |
| 3Y | +18.7% | +412.2% | -393.5% | +13.5% |
| 5Y | -24.0% | -12.1% | -11.9% | -29.2% |
| All | +7.0% | -52.8% | +59.7% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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