+14.3%
PFE vs COO
-25.3%
+39.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.3% |
| 7D | -3.7% | +4.7% | -8.4% | -4.5% |
| 30D | +5.0% | +13.9% | -8.9% | +2.4% |
| 3M | +12.2% | -14.9% | +27.1% | +15.4% |
| 6M | +14.6% | +2.0% | +12.6% | +13.3% |
| YTD | +24.1% | -23.9% | +48.0% | +30.2% |
| 1Y | +26.6% | -9.6% | +36.2% | +28.3% |
| 3Y | +14.3% | -25.4% | +39.7% | +26.1% |
| All | +14.3% | -25.3% | +39.7% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling