+91.3%
PFE vs CNH
+28.6%
+62.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +1.0% | -2.4% |
| 7D | -0.2% | -0.4% | +0.1% | -0.2% |
| 30D | +8.7% | -15.2% | +23.9% | +11.2% |
| 3M | +15.8% | +4.3% | +11.5% | +14.4% |
| 6M | +16.8% | +10.1% | +6.8% | +14.0% |
| YTD | +26.2% | +23.2% | +3.0% | +20.4% |
| 1Y | +29.9% | +8.5% | +21.4% | +26.4% |
| 3Y | +15.9% | +4.1% | +11.9% | +12.0% |
| 5Y | -20.6% | -17.8% | -2.8% | -21.9% |
| 10Y | +65.4% | +113.3% | -48.0% | +32.4% |
| All | +91.3% | +28.6% | +62.6% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling