+151.0%
PFE vs CG
+278.1%
-127.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.5% |
| 7D | -2.1% | -1.5% | -0.6% | -1.9% |
| 30D | +3.1% | +5.7% | -2.6% | +2.2% |
| 3M | +11.2% | -17.9% | +29.1% | +14.2% |
| 6M | +15.0% | -20.2% | +35.2% | +18.4% |
| YTD | +23.5% | -32.0% | +55.5% | +29.6% |
| 1Y | +18.9% | -27.0% | +45.9% | +23.4% |
| 3Y | +18.7% | +42.8% | -24.0% | +8.1% |
| 5Y | -24.0% | -23.4% | -0.6% | -25.4% |
| 10Y | +47.5% | +278.2% | -230.6% | +6.0% |
| All | +151.0% | +278.1% | -127.1% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling