+60.6%
PFE vs CG
+290.3%
-229.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | -3.7% | -1.2% | -2.5% | -3.5% |
| 30D | +5.0% | +5.0% | -0.1% | +4.2% |
| 3M | +12.2% | -18.2% | +30.4% | +15.2% |
| 6M | +14.6% | -20.7% | +35.3% | +18.0% |
| YTD | +24.1% | -31.4% | +55.5% | +30.0% |
| 1Y | +26.6% | -22.3% | +48.8% | +30.1% |
| 3Y | +14.3% | +50.2% | -35.9% | +3.2% |
| 5Y | -21.9% | -22.1% | +0.1% | -23.5% |
| All | +60.6% | +290.3% | -229.7% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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