+49.6%
PFE vs CHRW
+131.6%
-82.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -1.0% |
| 7D | -4.7% | +0.2% | -4.9% | -4.8% |
| 30D | +3.4% | -9.4% | +12.7% | +4.8% |
| 3M | +9.2% | -13.3% | +22.5% | +11.3% |
| 6M | +15.8% | -24.2% | +40.0% | +19.9% |
| YTD | +23.4% | -18.9% | +42.3% | +25.1% |
| 1Y | +25.8% | -12.4% | +38.2% | +25.6% |
| 3Y | +17.8% | +72.2% | -54.4% | +0.3% |
| 5Y | -20.2% | +53.4% | -73.6% | -32.1% |
| 10Y | +49.6% | +127.0% | -77.4% | +10.3% |
| All | +49.6% | +131.6% | -82.0% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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