+14.3%
PFE vs CRL
+86.4%
-72.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.8% | -9.5% | -2.9% |
| 7D | -3.7% | -6.1% | +2.4% | -2.9% |
| 30D | +5.0% | +12.4% | -7.4% | +2.4% |
| 3M | +12.2% | +27.1% | -14.9% | +6.8% |
| 6M | +14.6% | +85.7% | -71.1% | +1.3% |
| YTD | +24.1% | +69.2% | -45.1% | +11.0% |
| 1Y | +26.6% | +97.5% | -71.0% | +9.5% |
| 3Y | +14.3% | +86.1% | -71.8% | -5.5% |
| All | +14.3% | +86.4% | -72.1% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling