+3,391.6%
PFE vs COP
+4,606.6%
-1,215.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -3.7% | -11.5% | +7.8% | -1.2% |
| 30D | +5.0% | +5.0% | 0.0% | +3.7% |
| 3M | +12.2% | +17.5% | -5.3% | +7.9% |
| 6M | +14.6% | +16.2% | -1.7% | +10.1% |
| YTD | +24.1% | +48.8% | -24.7% | +12.4% |
| 1Y | +26.6% | +64.1% | -37.5% | +12.0% |
| 3Y | +14.3% | +25.7% | -11.3% | +5.7% |
| 5Y | -21.9% | +114.4% | -136.3% | -38.2% |
| 10Y | +62.6% | +331.7% | -269.0% | -1.4% |
| All | +3,391.6% | +4,606.6% | -1,215.0% | +1,053.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling