+49.6%
PFE vs COO
+40.7%
+8.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -1.2% |
| 7D | -4.7% | +4.3% | -9.0% | -5.7% |
| 30D | +3.4% | +17.6% | -14.2% | -0.9% |
| 3M | +9.2% | -13.9% | +23.1% | +12.9% |
| 6M | +15.8% | +6.6% | +9.3% | +12.8% |
| YTD | +23.4% | -22.0% | +45.4% | +30.4% |
| 1Y | +25.8% | -8.8% | +34.6% | +27.4% |
| 3Y | +17.8% | -21.5% | +39.3% | +21.1% |
| 5Y | -20.2% | -41.0% | +20.8% | -12.6% |
| 10Y | +49.6% | +40.9% | +8.7% | +24.5% |
| All | +49.6% | +40.7% | +8.9% | +24.5% |
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