+113.3%
CSCO vs PFE
-21.1%
+134.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.8% |
| 7D | -0.7% | +1.8% | -2.4% | -1.0% |
| 30D | -10.1% | +10.2% | -20.4% | -11.9% |
| 3M | -15.7% | +12.7% | -28.4% | -17.7% |
| 6M | +36.3% | +10.5% | +25.7% | +33.3% |
| YTD | +43.8% | +20.2% | +23.7% | +38.0% |
| 1Y | +63.9% | +24.1% | +39.9% | +55.7% |
| 3Y | +104.4% | -3.6% | +107.9% | +103.9% |
| All | +113.3% | -21.1% | +134.4% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling