-20.7%
PFE vs CPB
-39.5%
+18.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.1% | -0.5% |
| 7D | +1.8% | -8.6% | +10.3% | +3.8% |
| 30D | +10.2% | -7.2% | +17.5% | +12.0% |
| 3M | +12.7% | +0.9% | +11.8% | +12.0% |
| 6M | +10.5% | -11.8% | +22.3% | +13.3% |
| YTD | +20.2% | -19.4% | +39.6% | +25.9% |
| 1Y | +24.1% | -30.4% | +54.4% | +34.6% |
| 3Y | -3.6% | -40.2% | +36.6% | +7.8% |
| All | -20.7% | -39.5% | +18.8% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling