+50.7%
PFE vs CRS
+882.2%
-831.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.1% |
| 7D | -3.0% | +4.4% | -7.3% | -3.4% |
| 30D | +5.2% | -19.1% | +24.4% | +7.0% |
| 3M | +12.2% | -43.2% | +55.5% | +18.4% |
| 6M | +17.8% | -28.9% | +46.7% | +20.9% |
| YTD | +26.2% | -3.0% | +29.2% | +24.7% |
| 1Y | +23.2% | -5.3% | +28.5% | +22.0% |
| 3Y | +21.3% | +363.5% | -342.3% | -2.1% |
| 5Y | -23.1% | +858.2% | -881.3% | -44.5% |
| 10Y | +50.7% | +862.9% | -812.2% | +3.3% |
| All | +50.7% | +882.2% | -831.5% | +3.3% |
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