+48.5%
PFE vs CRS
+814.8%
-766.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.9% |
| 7D | -2.1% | +7.4% | -9.5% | -2.9% |
| 30D | +3.1% | -21.2% | +24.3% | +5.2% |
| 3M | +11.2% | -43.3% | +54.5% | +17.3% |
| 6M | +15.0% | -29.4% | +44.4% | +18.1% |
| YTD | +23.5% | -4.7% | +28.2% | +22.3% |
| 1Y | +18.9% | -9.6% | +28.5% | +18.3% |
| 3Y | +18.7% | +355.5% | -336.7% | -4.0% |
| 5Y | -24.0% | +826.6% | -850.6% | -44.9% |
| All | +48.5% | +814.8% | -766.3% | +1.7% |
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 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