+688.6%
CAT vs PFE
+46.7%
+642.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +7.4% | -1.7% | +9.1% | +8.0% |
| 30D | -19.7% | +0.3% | -20.0% | -20.0% |
| 3M | -29.6% | +9.4% | -39.0% | -32.1% |
| 6M | -33.2% | +14.9% | -48.1% | -36.9% |
| YTD | +5.7% | +23.8% | -18.1% | -3.0% |
| 1Y | +9.3% | +19.5% | -10.2% | +1.6% |
| 3Y | +158.3% | +21.0% | +137.3% | +133.0% |
| 5Y | +211.6% | -23.9% | +235.5% | +229.1% |
| All | +688.6% | +46.7% | +642.0% | +481.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling