-22.2%
PFE vs CRS
+1,394.1%
-1,416.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -2.1% |
| 7D | -2.7% | -3.1% | +0.4% | -2.5% |
| 30D | +3.8% | -19.6% | +23.5% | +5.4% |
| 3M | +10.4% | -8.1% | +18.4% | +10.7% |
| 6M | +6.3% | +18.6% | -12.3% | +4.5% |
| YTD | +17.4% | +45.9% | -28.5% | +13.6% |
| 1Y | +21.1% | +82.5% | -61.3% | +15.1% |
| 3Y | -1.6% | +648.9% | -650.5% | -16.1% |
| 5Y | -22.2% | +1,438.1% | -1,460.3% | -33.9% |
| All | -22.2% | +1,394.1% | -1,416.3% | -33.9% |
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