+38.7%
CSCO vs PFE
+27.0%
+11.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.5% |
| 7D | -4.7% | -0.7% | -4.0% | -4.6% |
| 30D | -17.1% | +5.3% | -22.4% | -16.6% |
| 3M | -19.6% | +10.1% | -29.7% | -18.7% |
| 6M | +2.4% | +18.0% | -15.6% | +4.5% |
| YTD | +29.8% | +25.8% | +4.0% | +31.5% |
| 1Y | +38.7% | +28.4% | +10.2% | +40.9% |
| All | +38.7% | +27.0% | +11.6% | +40.9% |
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