+275.0%
PFE vs CHRW
+4,173.0%
-3,898.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | +1.8% | -1.4% | +3.2% | +2.0% |
| 30D | +10.2% | -3.5% | +13.7% | +10.9% |
| 3M | +12.7% | -19.4% | +32.1% | +17.1% |
| 6M | +10.5% | -21.4% | +31.9% | +15.0% |
| YTD | +20.2% | -7.1% | +27.3% | +19.8% |
| 1Y | +24.1% | +17.8% | +6.2% | +16.5% |
| 3Y | -3.6% | +78.8% | -82.3% | -19.3% |
| 5Y | -20.9% | +83.5% | -104.4% | -35.7% |
| 10Y | +35.8% | +160.2% | -124.4% | -1.1% |
| All | +275.0% | +4,173.0% | -3,898.0% | +33.8% |
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