+35.6%
PFE vs COO
+48.2%
-12.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.9% |
| 7D | +1.8% | -2.2% | +4.0% | +2.3% |
| 30D | +10.2% | -7.0% | +17.2% | +12.3% |
| 3M | +12.7% | +12.2% | +0.5% | +8.9% |
| 6M | +10.5% | -15.1% | +25.7% | +14.9% |
| YTD | +20.2% | -15.1% | +35.2% | +24.9% |
| 1Y | +24.1% | +2.3% | +21.7% | +22.4% |
| 3Y | -3.6% | -23.7% | +20.1% | +0.6% |
| 5Y | -20.9% | -38.9% | +18.1% | -13.4% |
| All | +35.6% | +48.2% | -12.6% | +13.3% |
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