-21.5%
PFE vs CNH
-14.7%
-6.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.0% |
| 7D | -3.7% | -1.7% | -2.0% | -3.5% |
| 30D | +5.0% | -7.2% | +12.2% | +5.8% |
| 3M | +12.2% | +6.5% | +5.6% | +10.8% |
| 6M | +14.6% | +7.9% | +6.7% | +12.6% |
| YTD | +24.1% | +26.6% | -2.5% | +18.8% |
| 1Y | +26.6% | +13.8% | +12.8% | +22.8% |
| 3Y | +14.3% | +9.2% | +5.1% | +11.0% |
| All | -21.5% | -14.7% | -6.8% | -21.7% |
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