+306.4%
CSCO vs PFE
+61.4%
+245.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.4% |
| 7D | -10.2% | -3.7% | -6.5% | -8.9% |
| 30D | -20.1% | +5.0% | -25.0% | -21.5% |
| 3M | -22.1% | +12.2% | -34.2% | -25.5% |
| 6M | +3.2% | +14.6% | -11.4% | -2.5% |
| YTD | +24.1% | +24.1% | 0.0% | +13.2% |
| 1Y | +34.6% | +26.6% | +8.0% | +21.6% |
| 3Y | +90.0% | +14.3% | +75.7% | +74.6% |
| 5Y | +88.6% | -21.9% | +110.5% | +99.6% |
| All | +306.4% | +61.4% | +245.0% | +193.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling