+30.8%
PFE vs CRCL
+34.8%
-4.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | -4.3% | +4.9% | -9.2% | -4.3% |
| 30D | +2.7% | +38.7% | -36.0% | +2.7% |
| 3M | +10.0% | +14.7% | -4.7% | +10.0% |
| 6M | +7.2% | -16.9% | +24.0% | +7.1% |
| YTD | +17.3% | +17.3% | +0.1% | +17.5% |
| 1Y | +20.3% | -21.2% | +41.5% | +20.3% |
| All | +30.8% | +34.8% | -4.0% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling