+3,280.0%
PFE vs COST
+11,743.1%
-8,463.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +1.8% | -3.1% | +4.9% | +2.5% |
| 30D | +10.2% | -2.8% | +13.0% | +10.9% |
| 3M | +12.7% | -5.7% | +18.4% | +14.2% |
| 6M | +10.5% | -8.8% | +19.3% | +12.7% |
| YTD | +20.2% | +6.7% | +13.5% | +17.9% |
| 1Y | +24.1% | -3.6% | +27.7% | +24.5% |
| 3Y | -3.6% | +75.1% | -78.6% | -17.2% |
| 5Y | -20.9% | +108.9% | -129.8% | -35.8% |
| 10Y | +35.8% | +586.2% | -550.3% | -17.9% |
| All | +3,280.0% | +11,743.1% | -8,463.1% | +865.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling