+46.2%
PFE vs CAG
-38.9%
+85.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -0.7% | +6.6% | -7.3% | -2.1% |
| 30D | +5.3% | +13.9% | -8.6% | +2.4% |
| 3M | +10.1% | +4.0% | +6.1% | +9.0% |
| 6M | +18.0% | +10.0% | +8.0% | +15.1% |
| YTD | +25.8% | -6.1% | +31.9% | +26.5% |
| 1Y | +28.4% | -4.3% | +32.8% | +28.6% |
| 3Y | +20.9% | -34.6% | +55.5% | +30.0% |
| 5Y | -21.5% | -39.4% | +17.9% | -14.7% |
| 10Y | +46.2% | -34.2% | +80.4% | +56.2% |
| All | +46.2% | -38.9% | +85.1% | +56.2% |
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