+95.4%
CAT vs PFE
+22.9%
+72.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +1.8% |
| 7D | +1.7% | +1.8% | 0.0% | +1.6% |
| 30D | -6.6% | +10.2% | -16.8% | -7.3% |
| 3M | -13.3% | +12.7% | -26.0% | -13.7% |
| 6M | +11.6% | +10.5% | +1.1% | +11.7% |
| YTD | +42.9% | +20.2% | +22.8% | +41.1% |
| 1Y | +95.4% | +24.1% | +71.4% | +93.3% |
| All | +95.4% | +22.9% | +72.6% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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