+35.2%
PFE vs CAH
+295.7%
-260.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -4.3% | -2.2% | -2.0% | -3.8% |
| 30D | +2.7% | +1.2% | +1.5% | +2.4% |
| 3M | +10.0% | +13.1% | -3.1% | +6.7% |
| 6M | +7.2% | +8.5% | -1.3% | +4.8% |
| YTD | +17.3% | +17.6% | -0.3% | +12.0% |
| 1Y | +20.3% | +60.7% | -40.3% | +5.6% |
| 3Y | -1.6% | +183.2% | -184.8% | -26.7% |
| 5Y | -21.4% | +402.2% | -423.6% | -50.8% |
| 10Y | +35.2% | +302.3% | -267.1% | -19.3% |
| All | +35.2% | +295.7% | -260.5% | -19.3% |
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