+9.3%
CAT vs PFE
+18.8%
-9.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +7.4% | -1.7% | +9.1% | +7.3% |
| 30D | -19.7% | +0.3% | -20.0% | -19.6% |
| 3M | -29.6% | +9.4% | -39.0% | -29.8% |
| 6M | -33.2% | +14.9% | -48.1% | -32.9% |
| YTD | +5.7% | +23.8% | -18.1% | +2.6% |
| 1Y | +9.3% | +19.5% | -10.2% | +7.2% |
| All | +9.3% | +18.8% | -9.5% | +7.2% |
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