+26.6%
PFE vs CSGP
-56.4%
+83.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.0% | -1.0% |
| 7D | -3.7% | +1.3% | -5.0% | -3.8% |
| 30D | +5.0% | +10.7% | -5.7% | +3.5% |
| 3M | +12.2% | +3.3% | +8.9% | +11.6% |
| 6M | +14.6% | -10.3% | +24.9% | +15.0% |
| YTD | +24.1% | -54.6% | +78.7% | +33.3% |
| 1Y | +26.6% | -54.6% | +81.2% | +35.7% |
| All | +26.6% | -56.4% | +83.0% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling