+63.9%
CSCO vs PFE
+22.9%
+41.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.5% |
| 7D | -0.7% | +1.8% | -2.4% | -0.6% |
| 30D | -10.1% | +10.2% | -20.4% | -9.9% |
| 3M | -15.7% | +12.7% | -28.4% | -15.1% |
| 6M | +36.3% | +10.5% | +25.7% | +37.4% |
| YTD | +43.8% | +20.2% | +23.7% | +43.9% |
| 1Y | +63.9% | +24.1% | +39.9% | +62.4% |
| All | +63.9% | +22.9% | +41.1% | +62.4% |
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