-1.6%
PFE vs CAH
+184.7%
-186.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -2.0% |
| 7D | -2.7% | +0.5% | -3.1% | -2.7% |
| 30D | +3.8% | +1.7% | +2.1% | +3.7% |
| 3M | +10.4% | +17.9% | -7.5% | +8.6% |
| 6M | +6.3% | +10.9% | -4.7% | +5.1% |
| YTD | +17.4% | +17.9% | -0.5% | +15.1% |
| 1Y | +21.1% | +61.7% | -40.6% | +13.5% |
| 3Y | -1.6% | +183.7% | -185.3% | -9.6% |
| All | -1.6% | +184.7% | -186.3% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling