+60.6%
PFE vs COP
+324.3%
-263.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -3.7% | -11.5% | +7.8% | -2.0% |
| 30D | +5.0% | +5.0% | 0.0% | +4.1% |
| 3M | +12.2% | +17.5% | -5.3% | +9.3% |
| 6M | +14.6% | +16.2% | -1.7% | +11.5% |
| YTD | +24.1% | +48.8% | -24.7% | +15.8% |
| 1Y | +26.6% | +64.1% | -37.5% | +16.2% |
| 3Y | +14.3% | +25.7% | -11.3% | +8.2% |
| 5Y | -21.9% | +114.4% | -136.3% | -33.3% |
| All | +60.6% | +324.3% | -263.7% | +16.2% |
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