+50.7%
PFE vs CHRW
+131.8%
-81.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.3% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | +5.2% | -4.3% | +9.5% | +5.8% |
| 3M | +12.2% | -7.4% | +19.7% | +13.1% |
| 6M | +17.8% | -20.7% | +38.5% | +21.0% |
| YTD | +26.2% | -15.9% | +42.1% | +27.1% |
| 1Y | +23.2% | -9.9% | +33.1% | +22.4% |
| 3Y | +21.3% | +79.0% | -57.7% | +2.6% |
| 5Y | -23.1% | +61.3% | -84.4% | -35.2% |
| 10Y | +50.7% | +128.5% | -77.8% | +15.1% |
| All | +50.7% | +131.8% | -81.1% | +15.1% |
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