+26.7%
PFE vs CAI
-8.1%
+34.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.3% |
| 7D | -2.7% | +0.2% | -2.8% | -2.7% |
| 30D | +3.8% | +9.1% | -5.3% | +3.2% |
| 3M | +10.4% | +53.8% | -43.4% | +7.2% |
| 6M | +6.3% | +33.5% | -27.3% | +3.7% |
| YTD | +17.4% | -8.0% | +25.4% | +16.4% |
| 1Y | +21.1% | -28.7% | +49.8% | +22.0% |
| All | +26.7% | -8.1% | +34.8% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling