+32.9%
PFE vs CHRW
+168.2%
-135.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.6% |
| 7D | -2.7% | +1.9% | -4.6% | -3.0% |
| 30D | +3.8% | +0.9% | +2.9% | +3.6% |
| 3M | +10.4% | -19.9% | +30.2% | +13.9% |
| 6M | +6.3% | -15.8% | +22.1% | +8.4% |
| YTD | +17.4% | -5.6% | +23.0% | +16.5% |
| 1Y | +21.1% | +21.0% | +0.1% | +14.0% |
| 3Y | -1.6% | +86.0% | -87.6% | -16.8% |
| 5Y | -22.2% | +88.6% | -110.8% | -36.5% |
| 10Y | +32.9% | +169.3% | -136.4% | -6.5% |
| All | +32.9% | +168.2% | -135.3% | -6.5% |
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