+32.8%
PFE vs CGNX
+193.6%
-160.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.2% |
| 7D | -2.6% | +3.2% | -5.7% | -2.9% |
| 30D | +5.4% | +6.0% | -0.6% | +4.5% |
| 3M | +7.8% | +3.5% | +4.2% | +6.8% |
| 6M | +5.0% | +26.3% | -21.3% | +1.2% |
| YTD | +17.1% | +79.2% | -62.2% | +6.6% |
| 1Y | +19.3% | +43.8% | -24.5% | +11.5% |
| 3Y | -0.9% | +52.0% | -52.9% | -10.5% |
| 5Y | -20.8% | -24.0% | +3.3% | -22.6% |
| All | +32.8% | +193.6% | -160.8% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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