+29.7%
PFE vs CAI
-7.1%
+36.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.2% |
| 7D | +1.8% | -2.2% | +3.9% | +1.9% |
| 30D | +10.2% | +52.4% | -42.2% | +7.3% |
| 3M | +12.7% | +45.1% | -32.4% | +9.8% |
| 6M | +10.5% | +26.2% | -15.7% | +8.2% |
| YTD | +20.2% | -7.1% | +27.2% | +19.1% |
| 1Y | +24.1% | -31.0% | +55.1% | +25.4% |
| All | +29.7% | -7.1% | +36.8% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling