+21.1%
PFE vs CAG
-15.1%
+36.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.0% |
| 7D | -2.7% | -5.3% | +2.6% | -1.4% |
| 30D | +3.8% | +1.0% | +2.9% | +3.5% |
| 3M | +10.4% | +17.4% | -7.0% | +5.9% |
| 6M | +6.3% | -16.8% | +23.1% | +14.3% |
| YTD | +17.4% | -6.8% | +24.2% | +19.7% |
| 1Y | +21.1% | -15.4% | +36.5% | +34.8% |
| All | +21.1% | -15.1% | +36.3% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling