+48.8%
PFE vs CB
+250.2%
-201.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -1.7% | +2.9% | -4.6% | -2.6% |
| 30D | +0.3% | +7.3% | -7.0% | -1.8% |
| 3M | +9.4% | +9.4% | 0.0% | +6.3% |
| 6M | +14.9% | +19.6% | -4.7% | +8.3% |
| YTD | +23.8% | +21.5% | +2.3% | +15.9% |
| 1Y | +19.5% | +28.0% | -8.5% | +10.0% |
| 3Y | +21.0% | +74.9% | -53.8% | +0.1% |
| 5Y | -23.9% | +108.1% | -132.0% | -41.0% |
| All | +48.8% | +250.2% | -201.4% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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