+287.4%
PFE vs CHRW
+3,527.3%
-3,239.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.1% |
| 7D | -3.7% | +0.6% | -4.3% | -3.9% |
| 30D | +5.0% | -7.3% | +12.3% | +6.4% |
| 3M | +12.2% | -14.2% | +26.4% | +15.2% |
| 6M | +14.6% | -25.1% | +39.7% | +20.2% |
| YTD | +24.1% | -21.2% | +45.3% | +27.5% |
| 1Y | +26.6% | -14.2% | +40.7% | +27.5% |
| 3Y | +14.3% | +63.5% | -49.2% | -3.1% |
| 5Y | -21.9% | +49.6% | -71.5% | -33.9% |
| 10Y | +62.6% | +129.4% | -66.7% | +21.0% |
| All | +287.4% | +3,527.3% | -3,239.9% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling