+674.0%
CAT vs PFE
+47.0%
+627.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -6.3% | -0.7% | -5.6% | -6.1% |
| 30D | -26.8% | +5.3% | -32.1% | -28.3% |
| 3M | -30.0% | +10.1% | -40.2% | -32.6% |
| 6M | -34.6% | +18.0% | -52.6% | -38.7% |
| YTD | +2.9% | +25.8% | -22.9% | -6.0% |
| 1Y | +3.3% | +28.4% | -25.2% | -6.5% |
| 3Y | +153.7% | +20.9% | +132.8% | +129.2% |
| 5Y | +207.3% | -21.5% | +228.8% | +220.5% |
| 10Y | +674.0% | +46.2% | +627.8% | +466.7% |
| All | +674.0% | +47.0% | +627.1% | +466.7% |
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