+35.2%
PFE vs CRS
+1,345.8%
-1,310.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.3% | -0.5% | -3.7% | -4.2% |
| 30D | +2.7% | -18.1% | +20.8% | +4.8% |
| 3M | +10.0% | -12.4% | +22.4% | +11.2% |
| 6M | +7.2% | +15.9% | -8.8% | +4.8% |
| YTD | +17.3% | +45.8% | -28.5% | +11.6% |
| 1Y | +20.3% | +87.8% | -67.4% | +10.8% |
| 3Y | -1.6% | +648.7% | -650.3% | -24.5% |
| 5Y | -21.4% | +1,416.6% | -1,438.0% | -46.0% |
| 10Y | +35.2% | +1,412.7% | -1,377.4% | -16.5% |
| All | +35.2% | +1,345.8% | -1,310.5% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling