-23.1%
PFE vs CNH
-11.0%
-12.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | -3.0% | +6.7% | -9.6% | -3.8% |
| 30D | +5.2% | +7.2% | -2.0% | +4.2% |
| 3M | +12.2% | +17.5% | -5.3% | +9.5% |
| 6M | +17.8% | +15.0% | +2.8% | +14.9% |
| YTD | +26.2% | +36.8% | -10.6% | +19.7% |
| 1Y | +23.2% | +27.6% | -4.5% | +17.8% |
| 3Y | +21.3% | +34.3% | -13.0% | +15.3% |
| 5Y | -23.1% | -12.2% | -10.9% | -26.3% |
| All | -23.1% | -11.0% | -12.1% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling