+3,280.0%
PFE vs CAG
+604.9%
+2,675.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.0% |
| 7D | +1.8% | -3.8% | +5.5% | +2.9% |
| 30D | +10.2% | +3.1% | +7.1% | +9.2% |
| 3M | +12.7% | +23.5% | -10.8% | +5.6% |
| 6M | +10.5% | -14.8% | +25.4% | +14.8% |
| YTD | +20.2% | -5.4% | +25.6% | +20.9% |
| 1Y | +24.1% | -11.8% | +35.9% | +27.3% |
| 3Y | -3.6% | -36.7% | +33.1% | +7.6% |
| 5Y | -20.9% | -40.3% | +19.4% | -11.0% |
| 10Y | +35.8% | -37.0% | +72.8% | +41.5% |
| All | +3,280.0% | +604.9% | +2,675.1% | +1,327.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling