+249.7%
PFE vs CPAY
+1,724.0%
-1,474.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.9% |
| 7D | -2.1% | +2.0% | -4.1% | -2.5% |
| 30D | +3.1% | +14.3% | -11.2% | +0.4% |
| 3M | +11.2% | +11.3% | -0.1% | +8.8% |
| 6M | +15.0% | +34.8% | -19.7% | +8.3% |
| YTD | +23.5% | +51.5% | -28.0% | +12.7% |
| 1Y | +18.9% | +59.0% | -40.1% | +7.4% |
| 3Y | +18.7% | +97.2% | -78.5% | +0.9% |
| 5Y | -24.0% | +88.8% | -112.8% | -36.1% |
| 10Y | +47.5% | +217.3% | -169.8% | +7.7% |
| All | +249.7% | +1,724.0% | -1,474.3% | +75.8% |
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