+1.5%
PFE vs CART
+21.6%
-20.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -1.3% |
| 7D | +1.8% | +1.0% | +0.7% | +1.8% |
| 30D | +10.2% | +12.6% | -2.4% | +10.3% |
| 3M | +12.7% | +23.1% | -10.4% | +12.8% |
| 6M | +10.5% | +39.5% | -29.0% | +10.8% |
| YTD | +20.2% | +13.5% | +6.6% | +20.3% |
| 1Y | +24.1% | +14.9% | +9.2% | +24.1% |
| All | +1.5% | +21.6% | -20.1% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling