+150.8%
PFE vs CG
+306.4%
-155.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.6% | -7.1% | -1.5% |
| 7D | -4.7% | +3.0% | -7.7% | -5.2% |
| 30D | +3.4% | +10.1% | -6.8% | +1.8% |
| 3M | +9.2% | -10.8% | +20.1% | +10.8% |
| 6M | +15.8% | -15.2% | +31.0% | +18.1% |
| YTD | +23.4% | -26.9% | +50.4% | +28.2% |
| 1Y | +25.8% | -17.0% | +42.9% | +28.1% |
| 3Y | +17.8% | +54.6% | -36.8% | +6.0% |
| 5Y | -20.2% | -16.7% | -3.4% | -22.6% |
| 10Y | +49.6% | +320.1% | -270.5% | +5.8% |
| All | +150.8% | +306.4% | -155.6% | +80.4% |
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