+35.8%
PFE vs CSGP
+45.2%
-9.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.8% |
| 7D | +1.8% | -4.1% | +5.8% | +2.5% |
| 30D | +10.2% | +2.3% | +7.9% | +9.7% |
| 3M | +12.7% | -8.2% | +20.9% | +13.9% |
| 6M | +10.5% | -35.1% | +45.6% | +18.2% |
| YTD | +20.2% | -54.0% | +74.2% | +35.8% |
| 1Y | +24.1% | -65.3% | +89.4% | +47.4% |
| 3Y | -3.6% | -62.6% | +59.0% | +11.4% |
| 5Y | -20.9% | -64.8% | +44.0% | -9.0% |
| All | +35.8% | +45.2% | -9.4% | +20.0% |
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