+250.4%
PFE vs CPAY
+1,748.9%
-1,498.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -1.7% | +1.6% | -3.3% | -2.0% |
| 30D | +0.3% | +17.6% | -17.3% | -2.8% |
| 3M | +9.4% | +8.7% | +0.7% | +7.5% |
| 6M | +14.9% | +39.5% | -24.7% | +7.5% |
| YTD | +23.8% | +53.6% | -29.8% | +12.6% |
| 1Y | +19.5% | +63.3% | -43.7% | +7.4% |
| 3Y | +21.0% | +101.7% | -80.7% | +2.4% |
| 5Y | -23.9% | +91.4% | -115.3% | -36.1% |
| 10Y | +47.8% | +221.7% | -173.8% | +7.7% |
| All | +250.4% | +1,748.9% | -1,498.4% | +75.7% |
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