+32.9%
PFE vs CAG
-36.5%
+69.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.0% |
| 7D | -2.7% | -5.3% | +2.6% | -1.6% |
| 30D | +3.8% | +1.0% | +2.9% | +3.6% |
| 3M | +10.4% | +17.4% | -7.0% | +6.6% |
| 6M | +6.3% | -16.8% | +23.1% | +9.8% |
| YTD | +17.4% | -6.8% | +24.2% | +18.3% |
| 1Y | +21.1% | -15.4% | +36.5% | +24.5% |
| 3Y | -1.6% | -37.1% | +35.5% | +6.2% |
| 5Y | -22.2% | -41.3% | +19.1% | -15.2% |
| 10Y | +32.9% | -35.5% | +68.3% | +40.3% |
| All | +32.9% | -36.5% | +69.4% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling