+16.2%
PFE vs CSGP
-58.5%
+74.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.3% | -2.7% |
| 7D | -0.2% | +13.9% | -14.1% | -2.2% |
| 30D | +8.7% | +16.0% | -7.3% | +5.9% |
| 3M | +15.8% | +6.1% | +9.7% | +14.2% |
| 6M | +16.8% | -8.2% | +25.0% | +17.3% |
| YTD | +26.2% | -52.3% | +78.5% | +40.2% |
| 1Y | +29.9% | -54.5% | +84.4% | +45.4% |
| All | +16.2% | -58.5% | +74.7% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling