+17,564.5%
CAT vs PFE
+3,520.0%
+14,044.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.0% | -3.4% | -5.4% |
| 7D | -14.5% | -0.2% | -14.2% | -14.5% |
| 30D | -35.7% | +8.7% | -44.4% | -37.7% |
| 3M | -36.3% | +15.8% | -52.1% | -39.7% |
| 6M | -38.5% | +16.8% | -55.4% | -42.2% |
| YTD | -2.5% | +26.2% | -28.7% | -10.9% |
| 1Y | -1.9% | +29.9% | -31.8% | -11.3% |
| 3Y | +139.2% | +15.9% | +123.3% | +120.4% |
| 5Y | +192.1% | -20.6% | +212.8% | +200.4% |
| 10Y | +732.3% | +65.4% | +666.9% | +552.3% |
| All | +17,564.5% | +3,520.0% | +14,044.6% | +6,111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling