-20.7%
PFE vs COP
+186.8%
-207.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -1.1% |
| 7D | +1.8% | +3.0% | -1.2% | +1.4% |
| 30D | +10.2% | +17.5% | -7.3% | +8.3% |
| 3M | +12.7% | +13.4% | -0.7% | +11.0% |
| 6M | +10.5% | +17.7% | -7.2% | +8.2% |
| YTD | +20.2% | +46.6% | -26.4% | +14.3% |
| 1Y | +24.1% | +44.6% | -20.5% | +18.1% |
| 3Y | -3.6% | +20.7% | -24.3% | -7.6% |
| All | -20.7% | +186.8% | -207.5% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling