+201.5%
CAT vs PFE
-4.1%
+205.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +1.9% |
| 7D | +1.7% | +1.8% | 0.0% | +1.4% |
| 30D | -6.6% | +10.2% | -16.8% | -8.3% |
| 3M | -13.3% | +12.7% | -26.0% | -15.3% |
| 6M | +11.6% | +10.5% | +1.1% | +9.5% |
| YTD | +42.9% | +20.2% | +22.8% | +37.7% |
| 1Y | +95.4% | +24.1% | +71.4% | +86.5% |
| All | +201.5% | -4.1% | +205.5% | +192.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling