+50.7%
PFE vs COO
+40.2%
+10.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -3.0% | -2.3% | -0.6% | -2.4% |
| 30D | +5.2% | +13.3% | -8.1% | +1.8% |
| 3M | +12.2% | -18.1% | +30.3% | +17.6% |
| 6M | +17.8% | +6.7% | +11.1% | +14.6% |
| YTD | +26.2% | -23.2% | +49.4% | +33.9% |
| 1Y | +23.2% | -12.3% | +35.5% | +26.0% |
| 3Y | +21.3% | -23.6% | +44.8% | +25.5% |
| 5Y | -23.1% | -38.7% | +15.6% | -16.8% |
| 10Y | +50.7% | +42.2% | +8.5% | +26.1% |
| All | +50.7% | +40.2% | +10.5% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling