-20.7%
PFE vs COMP
-31.2%
+10.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | +1.8% | +1.4% | +0.4% | +1.7% |
| 30D | +10.2% | -13.3% | +23.6% | +10.6% |
| 3M | +12.7% | +41.1% | -28.4% | +11.5% |
| 6M | +10.5% | +17.2% | -6.6% | +9.7% |
| YTD | +20.2% | +5.2% | +15.0% | +19.4% |
| 1Y | +24.1% | +18.9% | +5.1% | +22.7% |
| 3Y | -3.6% | +215.9% | -219.5% | -7.3% |
| All | -20.7% | -31.2% | +10.5% | -29.5% |
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