+3,280.0%
PFE vs CPB
+325.7%
+2,954.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.1% | -0.2% |
| 7D | +1.8% | -8.6% | +10.3% | +4.5% |
| 30D | +10.2% | -7.2% | +17.5% | +12.6% |
| 3M | +12.7% | +0.9% | +11.8% | +11.7% |
| 6M | +10.5% | -11.8% | +22.3% | +13.8% |
| YTD | +20.2% | -19.4% | +39.6% | +27.1% |
| 1Y | +24.1% | -30.4% | +54.4% | +37.1% |
| 3Y | -3.6% | -40.2% | +36.6% | +10.2% |
| 5Y | -20.9% | -39.5% | +18.6% | -11.3% |
| 10Y | +35.8% | -47.4% | +83.2% | +51.1% |
| All | +3,280.0% | +325.7% | +2,954.2% | +1,498.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling