+23.4%
PFE vs COMP
+426.2%
-402.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.2% |
| 7D | -3.0% | +2.2% | -5.1% | -3.1% |
| 30D | +5.2% | +16.3% | -11.1% | +4.4% |
| 3M | +12.2% | -19.1% | +31.4% | +13.0% |
| 6M | +17.8% | +17.1% | +0.7% | +16.5% |
| YTD | +26.2% | -2.9% | +29.1% | +25.1% |
| 1Y | +23.2% | +8.8% | +14.4% | +21.3% |
| All | +23.4% | +426.2% | -402.8% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling