+35.2%
PFE vs COST
+600.2%
-565.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -4.3% | -2.8% | -1.5% | -3.5% |
| 30D | +2.7% | -5.3% | +8.0% | +4.2% |
| 3M | +10.0% | -6.7% | +16.6% | +12.0% |
| 6M | +7.2% | -9.9% | +17.1% | +10.0% |
| YTD | +17.3% | +5.1% | +12.2% | +15.1% |
| 1Y | +20.3% | -7.3% | +27.6% | +22.1% |
| 3Y | -1.6% | +70.4% | -72.0% | -19.2% |
| 5Y | -21.4% | +104.4% | -125.8% | -41.0% |
| 10Y | +35.2% | +609.0% | -573.7% | -31.9% |
| All | +35.2% | +600.2% | -565.0% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 10y: compounded portfolio wealth divided by compounded COST 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…
10y analysis · Full analysis span regression · 6 months rolling