+35.6%
PFE vs CRL
+255.5%
-219.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -0.9% |
| 7D | +1.8% | -1.0% | +2.8% | +2.0% |
| 30D | +10.2% | +10.7% | -0.4% | +7.9% |
| 3M | +12.7% | +55.3% | -42.6% | +2.2% |
| 6M | +10.5% | +60.7% | -50.1% | -1.3% |
| YTD | +20.2% | +44.6% | -24.5% | +9.4% |
| 1Y | +24.1% | +77.7% | -53.7% | +7.7% |
| 3Y | -3.6% | +37.6% | -41.2% | -14.9% |
| 5Y | -20.9% | -35.8% | +15.0% | -17.6% |
| All | +35.6% | +255.5% | -219.9% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling