-23.8%
PFE vs CARR
+4.0%
-27.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -1.7% | +3.5% | -5.2% | -2.2% |
| 30D | +0.3% | +0.4% | 0.0% | +0.3% |
| 3M | +9.4% | -14.1% | +23.4% | +11.5% |
| 6M | +14.9% | -16.7% | +31.6% | +17.0% |
| YTD | +23.8% | +4.2% | +19.6% | +20.9% |
| 1Y | +19.5% | -0.2% | +19.7% | +17.5% |
| 3Y | +21.0% | +10.9% | +10.2% | +15.9% |
| All | -23.8% | +4.0% | -27.7% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling