-69.9%
CBRS vs PFE
+16.3%
-86.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.6% | -3.1% |
| 7D | -4.3% | -0.7% | -3.5% | -3.9% |
| 30D | -42.9% | +5.3% | -48.3% | -42.4% |
| 3M | -59.3% | +10.1% | -69.4% | -58.4% |
| All | -69.9% | +16.3% | -86.2% | -71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling