+60.6%
PFE vs CSGP
+63.3%
-2.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.0% | -0.8% |
| 7D | -3.7% | +1.3% | -5.0% | -3.9% |
| 30D | +5.0% | +10.7% | -5.7% | +2.8% |
| 3M | +12.2% | +3.3% | +8.9% | +10.9% |
| 6M | +14.6% | -10.3% | +24.9% | +15.6% |
| YTD | +24.1% | -54.6% | +78.7% | +39.8% |
| 1Y | +26.6% | -54.6% | +81.2% | +42.5% |
| 3Y | +14.3% | -60.3% | +74.7% | +30.0% |
| 5Y | -21.9% | -63.3% | +41.4% | -11.4% |
| All | +60.6% | +63.3% | -2.7% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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