+49.6%
PFE vs CPB
-39.9%
+89.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | -4.7% | +3.3% | -7.9% | -5.3% |
| 30D | +3.4% | +19.0% | -15.6% | -0.1% |
| 3M | +9.2% | +0.4% | +8.8% | +8.8% |
| 6M | +15.8% | +13.0% | +2.8% | +12.5% |
| YTD | +23.4% | -12.7% | +36.2% | +25.9% |
| 1Y | +25.8% | -20.9% | +46.7% | +30.7% |
| 3Y | +17.8% | -35.4% | +53.2% | +26.4% |
| 5Y | -20.2% | -32.3% | +12.1% | -15.4% |
| 10Y | +49.6% | -40.5% | +90.1% | +62.9% |
| All | +49.6% | -39.9% | +89.5% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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