+5,793.7%
CRM vs PFE
+115.2%
+5,678.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -2.8% |
| 7D | -3.5% | -2.7% | -0.8% | -2.2% |
| 30D | +29.3% | +3.8% | +25.4% | +26.9% |
| 3M | +36.8% | +10.4% | +26.5% | +30.4% |
| 6M | +23.9% | +6.3% | +17.6% | +19.8% |
| YTD | -5.5% | +17.4% | -22.8% | -13.0% |
| 1Y | -0.4% | +21.1% | -21.5% | -10.5% |
| 3Y | +12.8% | -1.6% | +14.4% | +8.6% |
| 5Y | -3.5% | -22.2% | +18.7% | -0.2% |
| 10Y | +238.4% | +32.9% | +205.6% | +136.6% |
| All | +5,793.7% | +115.2% | +5,678.5% | +2,876.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling