-21.5%
PFE vs COMP
-18.6%
-2.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.4% | +7.9% | +0.7% |
| 7D | -0.7% | +7.2% | -7.9% | -0.9% |
| 30D | +5.3% | +6.4% | -1.1% | +5.1% |
| 3M | +10.1% | -19.4% | +29.6% | +10.7% |
| 6M | +18.0% | +14.6% | +3.5% | +17.2% |
| YTD | +25.8% | -5.5% | +31.3% | +25.2% |
| 1Y | +28.4% | +13.7% | +14.8% | +27.1% |
| 3Y | +20.9% | +409.7% | -388.8% | +14.9% |
| 5Y | -21.5% | -17.0% | -4.5% | -32.7% |
| All | -21.5% | -18.6% | -2.9% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling