+183.3%
CAT vs PFE
-21.9%
+205.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | -10.3% | -3.7% | -6.6% | -9.7% |
| 30D | -31.2% | +5.0% | -36.2% | -31.9% |
| 3M | -34.7% | +12.2% | -46.8% | -36.2% |
| 6M | -39.5% | +14.6% | -54.1% | -41.2% |
| YTD | -1.7% | +24.1% | -25.8% | -6.2% |
| 1Y | -1.1% | +26.6% | -27.7% | -6.1% |
| 3Y | +143.9% | +14.3% | +129.5% | +132.7% |
| All | +183.3% | -21.9% | +205.2% | +198.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling