+91.5%
CSCO vs PFE
-23.9%
+115.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.5% | -6.3% |
| 7D | +1.9% | -1.7% | +3.6% | +2.2% |
| 30D | -15.8% | +0.3% | -16.2% | -15.9% |
| 3M | -15.4% | +9.4% | -24.8% | -17.0% |
| 6M | -5.4% | +14.9% | -20.3% | -8.2% |
| YTD | +26.5% | +23.8% | +2.7% | +20.4% |
| 1Y | +25.9% | +19.5% | +6.4% | +20.7% |
| 3Y | +97.5% | +21.0% | +76.5% | +85.9% |
| All | +91.5% | -23.9% | +115.4% | +111.0% |
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