+36.3%
PFE vs CARR
+441.9%
-405.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | +1.8% | +1.6% | +0.2% | +1.6% |
| 30D | +10.2% | -8.7% | +19.0% | +11.3% |
| 3M | +12.7% | -12.6% | +25.3% | +14.0% |
| 6M | +10.5% | -1.5% | +12.1% | +9.8% |
| YTD | +20.2% | +14.3% | +5.9% | +17.2% |
| 1Y | +24.1% | -4.6% | +28.6% | +23.5% |
| 3Y | -3.6% | +7.3% | -10.9% | -5.9% |
| 5Y | -20.9% | +11.6% | -32.5% | -25.0% |
| All | +36.3% | +441.9% | -405.6% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling