Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • PFE vs CRS✓SelectedUSD · CRSPFE vs CRS performance historyLatest closeAs of-1.25%09/04
Stock and ETF performance explorer

PFE vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+24.1%
CRS return
+102.1%
Excess return
-78.0%
Maximum drawdown
-15.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D-1.2%+1.7%-2.9%-1.3%
7D+1.8%-0.2%+2.0%+1.8%
30D+10.2%-16.6%+26.9%+11.4%
3M+12.7%-3.5%+16.2%+12.2%
6M+10.5%+15.4%-4.9%+8.1%
YTD+20.2%+51.2%-31.0%+15.8%
1Y+24.1%+98.3%-74.2%+16.7%
All+24.1%+102.1%-78.0%+16.7%

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