-20.2%
PFE vs CAH
+501.6%
-521.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.7% |
| 7D | -4.7% | +7.8% | -12.5% | -5.8% |
| 30D | +3.4% | +15.5% | -12.1% | +1.1% |
| 3M | +9.2% | +16.3% | -7.1% | +6.7% |
| 6M | +15.8% | +50.0% | -34.2% | +8.7% |
| YTD | +23.4% | +34.7% | -11.3% | +17.3% |
| 1Y | +25.8% | +35.9% | -10.1% | +19.4% |
| 3Y | +17.8% | +178.5% | -160.6% | -3.5% |
| 5Y | -20.2% | +515.7% | -535.9% | -41.2% |
| All | -20.2% | +501.6% | -521.8% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling