+3,200.4%
PFE vs CGNX
+12,397.0%
-9,196.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -4.3% | +3.2% | -7.5% | -4.6% |
| 30D | +2.7% | -3.7% | +6.4% | +3.0% |
| 3M | +10.0% | +1.0% | +8.9% | +9.4% |
| 6M | +7.2% | +22.1% | -14.9% | +4.5% |
| YTD | +17.3% | +72.7% | -55.4% | +9.9% |
| 1Y | +20.3% | +40.4% | -20.1% | +14.6% |
| 3Y | -1.6% | +45.2% | -46.9% | -8.0% |
| 5Y | -21.4% | -26.7% | +5.3% | -22.7% |
| 10Y | +35.2% | +178.5% | -143.3% | +14.3% |
| All | +3,200.4% | +12,397.0% | -9,196.6% | +1,526.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling