+48.8%
PFE vs CAH
+418.0%
-369.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -1.7% | +3.5% | -5.2% | -2.5% |
| 30D | +0.3% | +13.5% | -13.1% | -2.6% |
| 3M | +9.4% | +21.8% | -12.5% | +4.3% |
| 6M | +14.9% | +51.5% | -36.6% | +4.0% |
| YTD | +23.8% | +38.1% | -14.3% | +13.9% |
| 1Y | +19.5% | +37.7% | -18.2% | +10.0% |
| 3Y | +21.0% | +179.6% | -158.6% | -8.3% |
| 5Y | -23.9% | +504.9% | -528.8% | -53.9% |
| All | +48.8% | +418.0% | -369.2% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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 · 6 months rolling