-2.5%
PFE vs CB
+74.5%
-77.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | +1.8% | +0.5% | +1.3% | +1.6% |
| 30D | +10.2% | -3.1% | +13.3% | +11.1% |
| 3M | +12.7% | +9.0% | +3.7% | +9.8% |
| 6M | +10.5% | +2.9% | +7.7% | +9.4% |
| YTD | +20.2% | +10.1% | +10.0% | +16.4% |
| 1Y | +24.1% | +22.8% | +1.3% | +16.3% |
| All | -2.5% | +74.5% | -77.0% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling