+82.1%
PFE vs CNH
+64.7%
+17.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.3% | -1.9% |
| 7D | +1.8% | +23.3% | -21.5% | -1.6% |
| 30D | +10.2% | +33.5% | -23.2% | +5.2% |
| 3M | +12.7% | +32.7% | -20.0% | +7.3% |
| 6M | +10.5% | +22.2% | -11.6% | +6.2% |
| YTD | +20.2% | +57.7% | -37.5% | +10.6% |
| 1Y | +24.1% | +28.0% | -3.9% | +17.9% |
| 3Y | -3.6% | +11.5% | -15.1% | -7.6% |
| 5Y | -20.9% | +11.9% | -32.7% | -25.7% |
| 10Y | +35.8% | +162.8% | -126.9% | +5.5% |
| All | +82.1% | +64.7% | +17.4% | +47.5% |
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