+35.6%
PFE vs CRCL
-33.1%
+68.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.6% |
| 7D | +4.6% | -6.8% | +11.4% | +4.6% |
| 30D | +12.3% | -8.6% | +21.0% | +12.4% |
| 3M | +21.2% | +20.3% | +0.8% | +21.2% |
| 6M | +21.1% | -36.3% | +57.4% | +20.7% |
| YTD | +30.0% | -4.0% | +34.0% | +29.5% |
| 1Y | +35.6% | -31.6% | +67.2% | +36.6% |
| All | +35.6% | -33.1% | +68.7% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 1y: compounded portfolio wealth divided by compounded CRCL 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…
1y analysis · Full analysis span regression · 6 months rolling