+220,352.3%
CSCO vs PFE
+3,398.6%
+216,953.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.1% |
| 7D | -0.7% | +1.8% | -2.4% | -1.4% |
| 30D | -10.1% | +10.2% | -20.4% | -13.8% |
| 3M | -15.7% | +12.7% | -28.4% | -20.1% |
| 6M | +36.3% | +10.5% | +25.7% | +29.7% |
| YTD | +43.8% | +20.2% | +23.7% | +32.0% |
| 1Y | +63.9% | +24.1% | +39.9% | +47.5% |
| 3Y | +104.4% | -3.6% | +107.9% | +99.4% |
| 5Y | +111.4% | -20.9% | +132.2% | +118.2% |
| 10Y | +361.7% | +35.8% | +325.8% | +270.6% |
| All | +220,352.3% | +3,398.6% | +216,953.8% | +35,112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling