+21.1%
PFE vs COP
+49.7%
-28.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.3% |
| 7D | -2.7% | -0.8% | -1.8% | -2.6% |
| 30D | +3.8% | +15.6% | -11.7% | +3.5% |
| 3M | +10.4% | +14.3% | -4.0% | +9.6% |
| 6M | +6.3% | +17.0% | -10.7% | +4.7% |
| YTD | +17.4% | +47.4% | -30.1% | +11.9% |
| 1Y | +21.1% | +52.4% | -31.3% | +16.0% |
| All | +21.1% | +49.7% | -28.6% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling