+26.6%
PFE vs CPB
-19.1%
+45.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.4% |
| 7D | -3.7% | +8.0% | -11.7% | -5.1% |
| 30D | +5.0% | +22.4% | -17.4% | +1.1% |
| 3M | +12.2% | +2.5% | +9.6% | +11.3% |
| 6M | +14.6% | +12.2% | +2.4% | +11.6% |
| YTD | +24.1% | -12.8% | +36.9% | +29.6% |
| 1Y | +26.6% | -19.2% | +45.7% | +35.2% |
| All | +26.6% | -19.1% | +45.7% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling