-22.2%
PFE vs COST
+109.2%
-131.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -2.7% | -3.2% | +0.5% | -2.1% |
| 30D | +3.8% | -4.0% | +7.8% | +4.5% |
| 3M | +10.4% | -6.5% | +16.8% | +11.5% |
| 6M | +6.3% | -8.5% | +14.8% | +7.7% |
| YTD | +17.4% | +6.0% | +11.4% | +15.9% |
| 1Y | +21.1% | -5.8% | +26.9% | +22.0% |
| 3Y | -1.6% | +71.8% | -73.4% | -13.6% |
| 5Y | -22.2% | +106.2% | -128.4% | -35.4% |
| All | -22.2% | +109.2% | -131.3% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling