+0.7%
PFE vs COST
+73.7%
-73.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +1.8% | -3.1% | +4.9% | +2.1% |
| 30D | +10.2% | -2.8% | +13.0% | +10.5% |
| 3M | +12.7% | -5.7% | +18.4% | +13.2% |
| 6M | +10.5% | -8.8% | +19.3% | +11.3% |
| YTD | +20.2% | +6.7% | +13.5% | +19.4% |
| 1Y | +24.1% | -3.6% | +27.7% | +24.4% |
| All | +0.7% | +73.7% | -73.0% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling