+7.5%
PFE vs COMP
-52.0%
+59.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.7% | -12.4% | -1.9% |
| 7D | -3.7% | +13.4% | -17.1% | -4.1% |
| 30D | +5.0% | +11.1% | -6.1% | +4.6% |
| 3M | +12.2% | -18.8% | +31.0% | +12.7% |
| 6M | +14.6% | +10.5% | +4.1% | +14.0% |
| YTD | +24.1% | -3.4% | +27.5% | +23.5% |
| 1Y | +26.6% | +19.7% | +6.9% | +25.2% |
| 3Y | +14.3% | +381.6% | -367.3% | +9.4% |
| 5Y | -21.9% | -17.6% | -4.3% | -27.4% |
| All | +7.5% | -52.0% | +59.4% | +2.4% |
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