+48.8%
PFE vs CAG
-37.3%
+86.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -1.7% | -3.3% | +1.6% | -1.0% |
| 30D | +0.3% | +7.7% | -7.3% | -1.3% |
| 3M | +9.4% | -3.2% | +12.6% | +9.9% |
| 6M | +14.9% | +7.0% | +7.9% | +12.7% |
| YTD | +23.8% | -9.0% | +32.8% | +25.2% |
| 1Y | +19.5% | -9.6% | +29.1% | +21.1% |
| 3Y | +21.0% | -36.0% | +57.0% | +30.8% |
| 5Y | -23.9% | -40.9% | +17.0% | -16.8% |
| All | +48.8% | -37.3% | +86.1% | +58.7% |
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