+33.1%
PFE vs CNC
+92.8%
-59.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -4.3% | -4.9% | +0.6% | -3.6% |
| 30D | +2.7% | -3.8% | +6.5% | +3.2% |
| 3M | +10.0% | -3.2% | +13.2% | +10.2% |
| 6M | +7.2% | +47.9% | -40.7% | -0.3% |
| YTD | +17.3% | +55.7% | -38.3% | +7.7% |
| 1Y | +20.3% | +106.2% | -85.9% | +4.8% |
| 3Y | -1.6% | -2.1% | +0.4% | -6.2% |
| 5Y | -21.4% | +3.4% | -24.8% | -26.8% |
| All | +33.1% | +92.8% | -59.7% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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