+712.5%
CAT vs PFE
+45.6%
+667.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.7% | +7.4% |
| 7D | -2.4% | -4.7% | +2.3% | -0.9% |
| 30D | -25.0% | +3.4% | -28.4% | -26.1% |
| 3M | -28.7% | +9.2% | -38.0% | -31.2% |
| 6M | -33.0% | +15.8% | -48.8% | -36.9% |
| YTD | +5.4% | +23.4% | -18.0% | -3.2% |
| 1Y | +7.3% | +25.8% | -18.6% | -2.3% |
| 3Y | +166.0% | +17.8% | +148.2% | +142.5% |
| 5Y | +210.1% | -20.2% | +230.3% | +219.2% |
| 10Y | +712.5% | +49.6% | +662.9% | +494.4% |
| All | +712.5% | +45.6% | +667.0% | +494.4% |
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