-20.7%
PFE vs CNH
+11.5%
-32.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.3% | -1.7% |
| 7D | +1.8% | +23.3% | -21.5% | -0.9% |
| 30D | +10.2% | +33.5% | -23.2% | +6.2% |
| 3M | +12.7% | +32.7% | -20.0% | +8.4% |
| 6M | +10.5% | +22.2% | -11.6% | +7.2% |
| YTD | +20.2% | +57.7% | -37.5% | +12.3% |
| 1Y | +24.1% | +28.0% | -3.9% | +19.1% |
| 3Y | -3.6% | +11.5% | -15.1% | -6.8% |
| All | -20.7% | +11.5% | -32.2% | -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 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