+1,750.4%
PFE vs CB
+6,559.4%
-4,809.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | +1.8% | +0.5% | +1.3% | +1.6% |
| 30D | +10.2% | -3.1% | +13.3% | +11.0% |
| 3M | +12.7% | +9.0% | +3.7% | +10.2% |
| 6M | +10.5% | +2.9% | +7.7% | +9.5% |
| YTD | +20.2% | +10.1% | +10.0% | +17.0% |
| 1Y | +24.1% | +22.8% | +1.3% | +17.5% |
| 3Y | -3.6% | +73.8% | -77.4% | -16.5% |
| 5Y | -20.9% | +99.2% | -120.0% | -34.1% |
| 10Y | +35.8% | +218.2% | -182.4% | -1.5% |
| All | +1,750.4% | +6,559.4% | -4,809.0% | +731.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling