+103.3%
PFE vs CNC
+5,537.6%
-5,434.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | +1.8% | +3.5% | -1.8% | +1.2% |
| 30D | +10.2% | +0.1% | +10.2% | +10.1% |
| 3M | +12.7% | +6.9% | +5.8% | +11.3% |
| 6M | +10.5% | +49.0% | -38.5% | +3.2% |
| YTD | +20.2% | +62.9% | -42.8% | +10.3% |
| 1Y | +24.1% | +134.0% | -109.9% | +7.3% |
| 3Y | -3.6% | +9.4% | -13.0% | -9.5% |
| 5Y | -20.9% | +4.1% | -25.0% | -25.9% |
| 10Y | +35.8% | +95.4% | -59.6% | +12.7% |
| All | +103.3% | +5,537.6% | -5,434.2% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling