+21.0%
PFE vs CNH
+29.5%
-8.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -1.7% | +3.0% | -4.7% | -2.2% |
| 30D | +0.3% | -0.6% | +0.9% | +0.3% |
| 3M | +9.4% | +14.6% | -5.3% | +6.7% |
| 6M | +14.9% | +11.8% | +3.1% | +12.0% |
| YTD | +23.8% | +30.4% | -6.6% | +16.8% |
| 1Y | +19.5% | +19.1% | +0.5% | +14.5% |
| 3Y | +21.0% | +30.2% | -9.1% | +24.0% |
| All | +21.0% | +29.5% | -8.5% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling