+143.5%
PFE vs CSGP
+3,461.1%
-3,317.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.3% | -2.8% |
| 7D | -0.2% | +13.9% | -14.1% | -1.8% |
| 30D | +8.7% | +16.0% | -7.3% | +6.4% |
| 3M | +15.8% | +6.1% | +9.7% | +14.5% |
| 6M | +16.8% | -8.2% | +25.0% | +17.3% |
| YTD | +26.2% | -52.3% | +78.5% | +36.3% |
| 1Y | +29.9% | -54.5% | +84.4% | +41.1% |
| 3Y | +15.9% | -58.6% | +74.5% | +26.3% |
| 5Y | -20.6% | -61.5% | +40.9% | -14.0% |
| 10Y | +65.4% | +74.7% | -9.3% | +48.7% |
| All | +143.5% | +3,461.1% | -3,317.6% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling