+32.5%
PFE vs CARR
+414.1%
-381.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -4.0% | -4.1% | +0.1% | -3.6% |
| 30D | +3.9% | -11.0% | +14.8% | +5.2% |
| 3M | +9.9% | -16.4% | +26.3% | +11.8% |
| 6M | +5.3% | -2.4% | +7.7% | +4.7% |
| YTD | +16.8% | +8.4% | +8.4% | +14.5% |
| 1Y | +20.4% | -8.0% | +28.4% | +20.4% |
| 3Y | -2.1% | +0.6% | -2.7% | -3.8% |
| 5Y | -21.0% | +7.7% | -28.7% | -24.7% |
| All | +32.5% | +414.1% | -381.6% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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