+12.6%
PFE vs COMP
-52.8%
+65.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.1% | +2.4% |
| 7D | +4.6% | +9.5% | -4.9% | +4.3% |
| 30D | +12.3% | +8.1% | +4.3% | +12.1% |
| 3M | +21.2% | -16.3% | +37.5% | +21.6% |
| 6M | +21.1% | +42.2% | -21.1% | +19.6% |
| YTD | +30.0% | -5.0% | +35.1% | +29.5% |
| 1Y | +35.6% | +20.1% | +15.5% | +34.1% |
| 3Y | +19.5% | +358.4% | -339.0% | +14.4% |
| 5Y | -9.3% | -21.9% | +12.6% | -15.6% |
| All | +12.6% | -52.8% | +65.4% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling