+20.9%
PFE vs COST
+95.3%
-74.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.7% | +4.6% | -5.3% | -1.2% |
| 30D | +5.3% | +12.8% | -7.4% | +4.0% |
| 3M | +10.1% | +12.1% | -1.9% | +8.8% |
| 6M | +18.0% | +6.0% | +12.0% | +17.0% |
| YTD | +25.8% | +24.4% | +1.4% | +23.2% |
| 1Y | +28.4% | +17.1% | +11.3% | +26.3% |
| 3Y | +20.9% | +92.2% | -71.2% | +12.7% |
| All | +20.9% | +95.3% | -74.4% | +12.7% |
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