+3,375.1%
PFE vs CAH
+17,016.9%
-13,641.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.4% | -2.2% |
| 7D | -2.1% | +3.9% | -6.0% | -3.2% |
| 30D | +3.1% | +16.0% | -12.9% | -1.4% |
| 3M | +11.2% | +19.1% | -7.9% | +5.4% |
| 6M | +15.0% | +53.0% | -38.0% | +1.0% |
| YTD | +23.5% | +36.6% | -13.1% | +11.4% |
| 1Y | +18.9% | +37.4% | -18.5% | +7.0% |
| 3Y | +18.7% | +178.8% | -160.1% | -15.4% |
| 5Y | -24.0% | +498.6% | -522.6% | -58.0% |
| 10Y | +47.5% | +413.1% | -365.6% | -19.9% |
| All | +3,375.1% | +17,016.9% | -13,641.8% | +644.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling