+26.0%
PFE vs COP
+58.8%
-32.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.5% |
| 7D | -4.7% | -8.4% | +3.7% | -4.7% |
| 30D | +3.4% | +0.3% | +3.1% | +3.3% |
| 3M | +9.2% | +15.1% | -5.9% | +9.1% |
| 6M | +15.8% | +19.8% | -3.9% | +15.1% |
| YTD | +23.4% | +46.8% | -23.4% | +17.7% |
| All | +26.0% | +58.8% | -32.8% | +18.5% |
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