+32.8%
PFE vs CPAY
+155.2%
-122.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -2.6% | -2.0% | -0.6% | -2.2% |
| 30D | +5.4% | -0.4% | +5.7% | +5.4% |
| 3M | +7.8% | +16.4% | -8.6% | +4.7% |
| 6M | +5.0% | +23.5% | -18.5% | +0.5% |
| YTD | +17.1% | +35.7% | -18.6% | +9.4% |
| 1Y | +19.3% | +30.2% | -10.8% | +12.2% |
| 3Y | -0.9% | +49.7% | -50.7% | -10.8% |
| 5Y | -20.8% | +56.6% | -77.3% | -30.5% |
| All | +32.8% | +155.2% | -122.4% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling