+6.3%
PFE vs CART
+39.2%
-32.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | +5.3% | +22.4% | -17.1% | +5.3% |
| 3M | +10.1% | +15.6% | -5.5% | +10.1% |
| 6M | +18.0% | +44.9% | -26.9% | +18.3% |
| YTD | +25.8% | +30.0% | -4.2% | +26.0% |
| 1Y | +28.4% | +56.6% | -28.2% | +28.7% |
| 3Y | +20.9% | +131.9% | -111.0% | +25.7% |
| All | +6.3% | +39.2% | -32.9% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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