+110.7%
CSCO vs PFE
+19.3%
+91.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.5% |
| 7D | +6.6% | -2.1% | +8.7% | +6.8% |
| 30D | -11.3% | +3.1% | -14.5% | -11.7% |
| 3M | -17.3% | +11.2% | -28.5% | -18.5% |
| 6M | +3.5% | +15.0% | -11.5% | +1.6% |
| YTD | +34.9% | +23.5% | +11.3% | +30.4% |
| 1Y | +40.5% | +18.9% | +21.6% | +36.7% |
| All | +110.7% | +19.3% | +91.4% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling