-0.9%
PFE vs CRH
+70.5%
-71.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | +0.1% |
| 7D | -2.6% | -6.1% | +3.5% | -1.6% |
| 30D | +5.4% | -9.3% | +14.6% | +7.0% |
| 3M | +7.8% | -15.2% | +23.0% | +10.4% |
| 6M | +5.0% | -14.2% | +19.2% | +7.2% |
| YTD | +17.1% | -28.3% | +45.3% | +22.9% |
| 1Y | +19.3% | -21.8% | +41.1% | +23.4% |
| 3Y | -0.9% | +71.6% | -72.6% | -3.1% |
| All | -0.9% | +70.5% | -71.4% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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