+35.6%
PFE vs CRS
-3.8%
+39.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.7% |
| 7D | +4.6% | +4.3% | +0.2% | +4.4% |
| 30D | +12.3% | -25.5% | +37.8% | +13.4% |
| 3M | +21.2% | -48.7% | +69.9% | +25.2% |
| 6M | +21.1% | -31.6% | +52.7% | +20.9% |
| YTD | +30.0% | -7.0% | +37.1% | +27.4% |
| 1Y | +35.6% | -4.5% | +40.1% | +32.4% |
| All | +35.6% | -3.8% | +39.4% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling