+240.1%
PFE vs CPAY
+1,565.5%
-1,325.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.1% |
| 7D | +1.8% | +2.1% | -0.3% | +1.3% |
| 30D | +10.2% | +5.5% | +4.7% | +9.1% |
| 3M | +12.7% | +16.6% | -3.9% | +9.3% |
| 6M | +10.5% | +26.7% | -16.1% | +5.0% |
| YTD | +20.2% | +38.4% | -18.2% | +11.6% |
| 1Y | +24.1% | +30.1% | -6.1% | +16.4% |
| 3Y | -3.6% | +52.6% | -56.2% | -13.7% |
| 5Y | -20.9% | +59.0% | -79.8% | -31.1% |
| 10Y | +35.8% | +148.4% | -112.5% | +4.0% |
| All | +240.1% | +1,565.5% | -1,325.3% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling