+189,363.8%
CSCO vs PFE
+3,514.1%
+185,849.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.3% |
| 7D | -10.2% | -3.7% | -6.5% | -8.8% |
| 30D | -20.1% | +5.0% | -25.0% | -21.7% |
| 3M | -22.4% | +12.2% | -34.5% | -26.2% |
| 6M | +2.8% | +14.6% | -11.8% | -3.6% |
| YTD | +23.6% | +24.1% | -0.5% | +11.7% |
| 1Y | +34.0% | +26.6% | +7.5% | +19.9% |
| 3Y | +89.3% | +14.3% | +74.9% | +72.0% |
| 5Y | +87.9% | -21.9% | +109.8% | +95.7% |
| 10Y | +314.9% | +62.6% | +252.3% | +208.4% |
| All | +189,363.8% | +3,514.1% | +185,849.6% | +29,701.8% |
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