+49.6%
PFE vs CAG
-38.3%
+87.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -4.7% | +4.6% | -9.3% | -5.6% |
| 30D | +3.4% | +14.7% | -11.3% | +0.4% |
| 3M | +9.2% | +2.4% | +6.9% | +8.5% |
| 6M | +15.8% | +10.7% | +5.1% | +12.9% |
| YTD | +23.4% | -5.5% | +29.0% | +23.9% |
| 1Y | +25.8% | -4.6% | +30.4% | +26.0% |
| 3Y | +17.8% | -34.4% | +52.3% | +26.3% |
| 5Y | -20.2% | -39.2% | +19.0% | -13.6% |
| 10Y | +49.6% | -39.0% | +88.5% | +60.2% |
| All | +49.6% | -38.3% | +87.9% | +60.2% |
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