+46.2%
PFE vs COST
+756.8%
-710.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.7% | +4.6% | -5.3% | -2.0% |
| 30D | +5.3% | +12.8% | -7.4% | +1.9% |
| 3M | +10.1% | +12.1% | -1.9% | +6.6% |
| 6M | +18.0% | +6.0% | +12.0% | +15.8% |
| YTD | +25.8% | +24.4% | +1.4% | +17.8% |
| 1Y | +28.4% | +17.1% | +11.3% | +22.2% |
| 3Y | +20.9% | +92.2% | -71.2% | -3.5% |
| 5Y | -21.5% | +122.5% | -144.0% | -41.7% |
| 10Y | +46.2% | +758.9% | -712.7% | -22.5% |
| All | +46.2% | +756.8% | -710.6% | -22.5% |
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