+3,372.6%
PFE vs CVS
+1,706.4%
+1,666.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | -4.7% | -3.7% | -1.0% | -4.2% |
| 30D | +3.4% | -0.3% | +3.7% | +3.0% |
| 3M | +9.2% | -10.3% | +19.5% | +11.7% |
| 6M | +15.8% | -4.6% | +20.4% | +16.2% |
| YTD | +23.4% | +10.7% | +12.7% | +17.7% |
| 1Y | +25.8% | +11.2% | +14.6% | +19.7% |
| 3Y | +17.8% | +43.0% | -25.2% | +1.1% |
| 5Y | -20.2% | +8.6% | -28.8% | -26.6% |
| 10Y | +49.6% | +52.0% | -2.4% | +21.0% |
| All | +3,372.6% | +1,706.4% | +1,666.2% | +1,269.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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