-33.3%
PFE vs CRDO
+1,287.8%
-1,321.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -4.3% | +1.6% | -5.9% | -4.3% |
| 30D | +2.7% | -30.0% | +32.7% | +2.7% |
| 3M | +10.0% | -28.3% | +38.3% | +9.9% |
| 6M | +7.2% | +44.8% | -37.6% | +6.5% |
| YTD | +17.3% | +16.7% | +0.6% | +16.7% |
| 1Y | +20.3% | +12.7% | +7.6% | +19.6% |
| 3Y | -1.6% | +960.1% | -961.7% | -8.7% |
| All | -33.3% | +1,287.8% | -1,321.0% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRDO.
Daily Out/Under-Performance
Portfolio return minus CRDO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRDO 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 CRDO 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