+11.8%
CRM vs PFE
-1.8%
+13.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.7% | +1.9% |
| 7D | -4.4% | -2.6% | -1.9% | -4.1% |
| 30D | +28.1% | +5.4% | +22.8% | +27.2% |
| 3M | +48.8% | +7.8% | +41.0% | +47.1% |
| 6M | +28.3% | +5.0% | +23.2% | +27.1% |
| YTD | -6.0% | +17.1% | -23.1% | -8.0% |
| 1Y | +1.4% | +19.3% | -17.9% | -1.1% |
| 3Y | +11.8% | -0.9% | +12.8% | +10.2% |
| All | +11.8% | -1.8% | +13.7% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling