+17.8%
PFE vs CP
+30.2%
-12.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -1.0% |
| 7D | -4.7% | +2.8% | -7.5% | -5.3% |
| 30D | +3.4% | +11.3% | -8.0% | +0.8% |
| 3M | +9.2% | +2.9% | +6.4% | +8.4% |
| 6M | +15.8% | +9.8% | +6.1% | +13.0% |
| YTD | +23.4% | +28.5% | -5.1% | +15.3% |
| 1Y | +25.8% | +33.5% | -7.7% | +16.3% |
| 3Y | +17.8% | +31.9% | -14.1% | +12.1% |
| All | +17.8% | +30.2% | -12.4% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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