+50.7%
PFE vs CAH
+411.5%
-360.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -3.0% | +5.9% | -8.9% | -4.3% |
| 30D | +5.2% | +16.5% | -11.3% | +1.5% |
| 3M | +12.2% | +15.7% | -3.5% | +8.4% |
| 6M | +17.8% | +52.7% | -34.9% | +6.4% |
| YTD | +26.2% | +36.3% | -10.1% | +16.4% |
| 1Y | +23.2% | +36.7% | -13.6% | +13.5% |
| 3Y | +21.3% | +178.2% | -156.9% | -8.0% |
| 5Y | -23.1% | +515.8% | -538.9% | -53.6% |
| 10Y | +50.7% | +411.8% | -361.1% | -14.6% |
| All | +50.7% | +411.5% | -360.8% | -14.6% |
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