+3,280.0%
PFE vs CAH
+15,076.3%
-11,796.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.1% |
| 7D | +1.8% | +5.4% | -3.6% | +0.2% |
| 30D | +10.2% | +3.3% | +6.9% | +9.1% |
| 3M | +12.7% | +22.8% | -10.1% | +5.8% |
| 6M | +10.5% | +11.3% | -0.7% | +6.5% |
| YTD | +20.2% | +21.1% | -1.0% | +12.4% |
| 1Y | +24.1% | +67.2% | -43.2% | +4.7% |
| 3Y | -3.6% | +195.6% | -199.2% | -32.7% |
| 5Y | -20.9% | +413.8% | -434.7% | -54.1% |
| 10Y | +35.8% | +309.6% | -273.7% | -21.0% |
| All | +3,280.0% | +15,076.3% | -11,796.4% | +651.7% |
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