+26.0%
PFE vs CAI
-11.0%
+37.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.0% | -5.1% | +1.0% | -3.7% |
| 30D | +3.9% | +3.9% | 0.0% | +3.5% |
| 3M | +9.9% | +40.1% | -30.2% | +7.4% |
| 6M | +5.3% | +29.7% | -24.4% | +3.0% |
| YTD | +16.8% | -10.9% | +27.7% | +16.1% |
| 1Y | +20.4% | -28.0% | +48.5% | +21.1% |
| All | +26.0% | -11.0% | +37.0% | +25.5% |
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