+36.0%
PFE vs CG
+355.4%
-319.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | +1.8% | -4.3% | +6.1% | +2.4% |
| 30D | +10.2% | -5.1% | +15.3% | +11.0% |
| 3M | +12.7% | +8.7% | +4.0% | +11.1% |
| 6M | +10.5% | -9.2% | +19.8% | +11.6% |
| YTD | +20.2% | -18.9% | +39.0% | +23.0% |
| 1Y | +24.1% | -25.6% | +49.7% | +28.3% |
| 3Y | -3.6% | +57.3% | -60.8% | -13.4% |
| 5Y | -20.9% | +10.2% | -31.0% | -26.9% |
| All | +36.0% | +355.4% | -319.4% | -3.9% |
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