+33.6%
PFE vs CAI
-14.7%
+48.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.5% |
| 7D | -1.7% | -8.7% | +7.0% | -1.2% |
| 30D | +0.3% | -23.8% | +24.2% | +1.8% |
| 3M | +9.4% | +3.9% | +5.5% | +8.6% |
| 6M | +14.9% | +56.8% | -42.0% | +10.9% |
| YTD | +23.8% | -14.6% | +38.4% | +22.9% |
| 1Y | +19.5% | -5.2% | +24.7% | +18.0% |
| All | +33.6% | -14.7% | +48.3% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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