-20.6%
PFE vs CSGP
-62.1%
+41.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.3% | -2.7% |
| 7D | -0.2% | +13.9% | -14.1% | -2.0% |
| 30D | +8.7% | +16.0% | -7.3% | +6.2% |
| 3M | +15.8% | +6.1% | +9.7% | +14.4% |
| 6M | +16.8% | -8.2% | +25.0% | +17.2% |
| YTD | +26.2% | -52.3% | +78.5% | +37.4% |
| 1Y | +29.9% | -54.5% | +84.4% | +42.2% |
| 3Y | +15.9% | -58.6% | +74.5% | +27.5% |
| 5Y | -20.6% | -61.5% | +40.9% | -24.9% |
| All | -20.6% | -62.1% | +41.5% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling