-1.6%
PFE vs COPX
+171.8%
-173.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.4% | -2.7% |
| 7D | -2.7% | +5.8% | -8.4% | -3.2% |
| 30D | +3.8% | +7.2% | -3.4% | +3.1% |
| 3M | +10.4% | +16.5% | -6.1% | +8.7% |
| 6M | +6.3% | +18.4% | -12.2% | +4.0% |
| YTD | +17.4% | +31.9% | -14.5% | +12.6% |
| 1Y | +21.1% | +88.5% | -67.4% | +10.8% |
| 3Y | -1.6% | +173.1% | -174.7% | -15.4% |
| All | -1.6% | +171.8% | -173.4% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 3y: compounded portfolio wealth divided by compounded COPX 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…
3y analysis · Full analysis span regression · 6 months rolling