+26.6%
PFE vs COMP
+16.2%
+10.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.7% | -12.4% | -2.0% |
| 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% | +14.1% |
| YTD | +24.1% | -3.4% | +27.5% | +21.6% |
| 1Y | +26.6% | +19.7% | +6.9% | +15.7% |
| All | +26.6% | +16.2% | +10.4% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling