-21.5%
PFE vs CRS
+837.7%
-859.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +0.6% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | +5.3% | -22.9% | +28.2% | +6.7% |
| 3M | +10.1% | -46.8% | +57.0% | +14.2% |
| 6M | +18.0% | -30.4% | +48.5% | +19.9% |
| YTD | +25.8% | -5.4% | +31.2% | +24.9% |
| 1Y | +28.4% | -9.0% | +37.4% | +27.8% |
| 3Y | +20.9% | +352.2% | -331.2% | +7.1% |
| 5Y | -21.5% | +852.2% | -873.8% | -31.4% |
| All | -21.5% | +837.7% | -859.2% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling