+49.6%
PFE vs COP
+319.0%
-269.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -4.7% | -8.4% | +3.7% | -3.5% |
| 30D | +3.4% | +0.3% | +3.1% | +3.2% |
| 3M | +9.2% | +15.1% | -5.9% | +6.7% |
| 6M | +15.8% | +19.8% | -3.9% | +12.3% |
| YTD | +23.4% | +46.8% | -23.4% | +15.5% |
| 1Y | +25.8% | +59.7% | -33.9% | +16.1% |
| 3Y | +17.8% | +28.7% | -10.8% | +11.2% |
| 5Y | -20.2% | +110.7% | -130.9% | -31.5% |
| 10Y | +49.6% | +298.3% | -248.7% | +10.8% |
| All | +49.6% | +319.0% | -269.4% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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