+46.2%
PFE vs COP
+302.1%
-255.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -0.7% | -6.1% | +5.4% | +0.2% |
| 30D | +5.3% | +1.1% | +4.2% | +5.1% |
| 3M | +10.1% | +10.9% | -0.8% | +8.2% |
| 6M | +18.0% | +20.8% | -2.7% | +14.3% |
| YTD | +25.8% | +48.0% | -22.2% | +17.5% |
| 1Y | +28.4% | +58.5% | -30.1% | +18.6% |
| 3Y | +20.9% | +28.1% | -7.2% | +14.2% |
| 5Y | -21.5% | +120.5% | -142.0% | -33.2% |
| 10Y | +46.2% | +310.1% | -263.9% | +6.3% |
| All | +46.2% | +302.1% | -255.9% | +6.3% |
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