+3,439.0%
PFE vs CRS
+6,329.0%
-2,890.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +0.8% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | +5.3% | -22.9% | +28.2% | +8.6% |
| 3M | +10.1% | -46.8% | +57.0% | +19.5% |
| 6M | +18.0% | -30.4% | +48.5% | +22.7% |
| YTD | +25.8% | -5.4% | +31.2% | +24.4% |
| 1Y | +28.4% | -9.0% | +37.4% | +27.6% |
| 3Y | +20.9% | +352.2% | -331.2% | -8.1% |
| 5Y | -21.5% | +852.2% | -873.8% | -48.5% |
| 10Y | +46.2% | +862.6% | -816.4% | -12.8% |
| All | +3,439.0% | +6,329.0% | -2,890.0% | +1,324.9% |
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 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