-70.5%
CBRS vs PFE
+20.2%
-90.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.6% | -8.7% | -5.4% |
| 7D | -18.4% | +4.6% | -22.9% | -17.6% |
| 30D | -49.4% | +12.3% | -61.7% | -48.7% |
| 3M | -59.6% | +21.2% | -80.7% | -59.6% |
| All | -70.5% | +20.2% | -90.6% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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 · Available span rolling