+28.4%
PFE vs CG
-19.2%
+47.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.6% |
| 7D | -0.7% | +2.0% | -2.7% | -0.9% |
| 30D | +5.3% | +8.5% | -3.2% | +4.2% |
| 3M | +10.1% | -12.1% | +22.3% | +12.0% |
| 6M | +18.0% | -16.4% | +34.5% | +20.8% |
| YTD | +25.8% | -28.0% | +53.8% | +30.3% |
| 1Y | +28.4% | -18.9% | +47.3% | +25.5% |
| All | +28.4% | -19.2% | +47.6% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling