+3,280.0%
PFE vs CRS
+10,171.0%
-6,891.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +10.2% | -16.6% | +26.9% | +13.0% |
| 3M | +12.7% | -3.5% | +16.2% | +12.7% |
| 6M | +10.5% | +15.4% | -4.9% | +7.4% |
| YTD | +20.2% | +51.2% | -31.0% | +11.9% |
| 1Y | +24.1% | +98.3% | -74.2% | +10.5% |
| 3Y | -3.6% | +651.5% | -655.1% | -31.5% |
| 5Y | -20.9% | +1,411.1% | -1,432.0% | -51.1% |
| 10Y | +35.8% | +1,424.3% | -1,388.5% | -23.9% |
| All | +3,280.0% | +10,171.0% | -6,891.1% | +1,182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling