+20.8%
PFE vs CNC
-2.3%
+23.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -2.1% | -5.3% | +3.2% | -1.8% |
| 30D | +3.1% | +2.0% | +1.1% | +2.9% |
| 3M | +11.2% | +4.8% | +6.4% | +10.8% |
| 6M | +15.0% | +18.5% | -3.4% | +13.7% |
| YTD | +23.5% | +70.8% | -47.2% | +18.5% |
| 1Y | +18.9% | +94.1% | -75.2% | +12.8% |
| All | +20.8% | -2.3% | +23.1% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 3y: compounded portfolio wealth divided by compounded CNC 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…
3y analysis · Full analysis span regression · 6 months rolling