+46.2%
PFE vs CPB
-40.9%
+87.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | -0.7% | +2.9% | -3.6% | -1.3% |
| 30D | +5.3% | +17.6% | -12.3% | +2.0% |
| 3M | +10.1% | +2.0% | +8.1% | +9.4% |
| 6M | +18.0% | +11.6% | +6.4% | +14.9% |
| YTD | +25.8% | -13.8% | +39.6% | +28.6% |
| 1Y | +28.4% | -21.6% | +50.0% | +33.7% |
| 3Y | +20.9% | -35.8% | +56.7% | +30.0% |
| 5Y | -21.5% | -33.3% | +11.8% | -16.6% |
| 10Y | +46.2% | -39.4% | +85.6% | +53.3% |
| All | +46.2% | -40.9% | +87.1% | +53.3% |
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