+3,391.6%
PFE vs CAG
+602.0%
+2,789.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.1% |
| 7D | -3.7% | +5.8% | -9.5% | -5.3% |
| 30D | +5.0% | +16.4% | -11.4% | +0.4% |
| 3M | +12.2% | +3.8% | +8.4% | +10.6% |
| 6M | +14.6% | +10.8% | +3.8% | +10.4% |
| YTD | +24.1% | -5.8% | +30.0% | +24.7% |
| 1Y | +26.6% | -2.4% | +29.0% | +25.8% |
| 3Y | +14.3% | -33.4% | +47.7% | +25.6% |
| 5Y | -21.9% | -39.4% | +17.5% | -12.7% |
| 10Y | +62.6% | -37.5% | +100.1% | +69.7% |
| All | +3,391.6% | +602.0% | +2,789.6% | +1,371.9% |
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