+46.2%
PFE vs CNH
+107.8%
-61.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +1.1% |
| 7D | -0.7% | +4.5% | -5.2% | -1.5% |
| 30D | +5.3% | +7.6% | -2.3% | +4.0% |
| 3M | +10.1% | +17.0% | -6.9% | +6.7% |
| 6M | +18.0% | +12.9% | +5.1% | +14.5% |
| YTD | +25.8% | +34.3% | -8.4% | +18.0% |
| 1Y | +28.4% | +28.5% | -0.1% | +21.3% |
| 3Y | +20.9% | +31.9% | -10.9% | +12.2% |
| 5Y | -21.5% | -9.6% | -11.9% | -24.1% |
| 10Y | +46.2% | +106.3% | -60.1% | +21.5% |
| All | +46.2% | +107.8% | -61.6% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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